Re: Bayesian book recommendation?

Randy Poe wrote:
I think that philosophically I'm still a frequentist more
than a Bayesian, but I think it's time for me to get a
little more educated about Bayesian statistics and
Bayesian inference.

Does anyone have some suggestions for good
texts? I'd prefer something with a pretty solid theoretical
content but a lot of practical results. I've found
often that some of the best practical stuff can be
found in exercises, so a text with exercises with that
sort of focus would probably be a good choice.

Finally, I think the most useful stuff for me right now
would deal with estimation and hypothesis testing.

Thanks in advance for any and all suggestions.

- Randy

Not sure what you already saw, and what you want to know.
Two books that i like:

David MacKay, Information Theory, Inference, and Learning Algorithms
(Also downloadable, from http://wol.ra.phy.cam.ac.uk/mackay/Book.html)

Judea Pearl, Causality, published in 2000 or so; not available online.

Iirc, the MacKay book has some sections with unusually sharp criticisms against standard statistical methods.

--
Cheers,
Herman Jurjus
.

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