Bayesian Methods for Data Analysis

This is a good introductory book on Bayesian statistics for those looking to dive in. It comes with a host of online tools (datasets, codes, and examples) that are useful but MCMC computing is primarily based on the outdated (but functional) open-sourced R-based WinBugs, which was discontinued but free for all to use.

It's a nice book but i still don't understand why everyone in my department buys it.

The book finds a nice balance between theory and practice. I especially enjoyed how well it was structured.

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