Bayesian Data Analysis, Third Edition (Chapman & Hall/CRC Texts in Statistical Science)
"The second edition was reviewed in the September 2004 issue ofJASAand we now stand ten years later with an even more impressive textbook … truly what Bayesian data analysis should be. … this being a third edition begets the question … what’s new (when compared with the second edition)? Quite a lot … overall this is truly the reference book for a graduate course on Bayesian statistics and not only Bayesian data analysis."—Christian Robert (Université Paris Dauphine) on his blog, March 2014Praise for the Second Edition… it is simply the best all-around modern book focused on data analysis currently available. … There is enough important additional material here that those with the first edition should seriously consider updating to the new version. … when students or colleagues ask me which book they need to start with in order to take them as far as possible down the road toward analyzing their own data, Gelman et al. has been my answer since 1995. The second edition makes this an even more robust choice.—Lawrence Joseph, Montreal General Hospital and McGill University,Statistics in Medicine, Vol. 23, 2004I am thoroughly excited to have this book in hand to supplement course material and to offer research collaborators and clients at our consulting lab more sophisticated methods to solve their research problems.—John Grego, University of South Carolina, USA… easily the most comprehensive, scholarly, and thoughtful book on the subject, and I think will do much to promote the use of Bayesian methods—David Blackwell, University of California, Berkeley, USA