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Think Bayes: Bayesian Statistics in Python by Allen B. Downey

daturkel's review against another edition

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4.0

I accidentally read the first edition of this book rather than the updated second edition, which meant the code used a bespoke library written in a somewhat dated Python style. Nonetheless, the author presents an impressively lucid tour of Bayesian inference without resorting to any formulas more complicated than Bayes' theorem and keeping the implementations fairly straightforward. I particularly enjoyed the way Downey often starts with simple models, then notes their limitations and progressively adds complexity to them.

I would recommend that others seek out the second edition, which is free online, as it adds several new chapters and rewrites the code in more modern Python.
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