Bayesian ideas and data analysis: An introduction for scientists and statisticians, by R. Christensen, W. Johnson, A. Branscum, and T.E. Hanson, Boca Raton, Chapman & Hall/CRC Press, 2011, xvii+498 pp., £45.99 or US$72.95 (hardback), ISBN 978-1-4398-0354-7
This book provides a good introduction to Bayesian approaches to applied statistical modelling. It consists of 15 chapters and 3 appendices, which cover both basic and advanced material. The book is written emphasising the use of WinBUGS and R to analyse real data sets from mainly medical and biological applications. Data, programming code, and other material can be found at the book website. There are exercises embedded in the text.
The authors have fulfilled their main aim of introducing Bayesian ideas through examples using a large number of statistical models. An interesting feature of this book is the humour of the authors that make it more fun than typical statistics books.
In summary, this is a very interesting introductory book, very well organised and has been written in a style that is extremely pleasant and enjoyable to read. Both the statistical concepts and examples are very well explained. In conclusion, I highly recommend this book as both a M.S./Ph.D. course text and as an excellent reference book for anyone interested in Bayesian statistics. A copy of it should certainly appear in every university or, even private, library.