 | Bayesian Data Analysis, Second Edition (Texts in Statistical Science) by Andrew Gelman
Buy new: $57.67 / Used from: $47.00 This book is well-written and has really good examples. If you are interested in Bayesian statistics, this should definitely be in your library.
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 | Modern Applied Statistics With S-PLUS by William N. Venables
Buy used from: $31.01 This is a really good reference for using S-Plus, even S-Plus Help is always citing it. It's always on my desk.
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 | Markov Chain Monte Carlo in Practice: Interdisciplinary Statistics (Chapman & Hall/CRC Interdisciplinary Statistics Series)
Buy new: $66.58 / Used from: $64.00 Good book full of practical examples of MCMC in use.
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 | A Book on C: Programming in C (4th Edition) by Al Kelley
Buy new: $39.78 / Used from: $17.38 After searching far and wide, I found the holy grail of books on C programming. I highly recommend this book.
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 | Unix in a Nutshell: A Desktop Quick Reference for SVR4 and Solaris 7 (3rd Edition) by Arnold Robbins
Buy new: $19.77 / Used from: $0.01 Not for beginners, but if you have some knowledge of Unix, this is a great reference.
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 | The LaTeX Companion (Tools and Techniques for Computer Typesetting) by Frank Mittelbach
Buy new: $54.59 / Used from: $24.49 An indespensible reference on LaTex. Not perfect, but best out there.
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 | Statistical Decision Theory and Bayesian Analysis (Springer Series in Statistics) by James O. Berger
Buy new: $81.75 / Used from: $39.18 This book is good for learning decision theory from a Bayesian point of view.
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 | Monte Carlo Statistical Methods by Christian P. Robert
Buy used from: $39.99 This is a good book for learning MC. It was our Statistical Computing textbook at Duke.
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 | Introduction to the Theory of Statistics (McGraw-Hill Series in Probability and Statistics) by Alexander McFarlane Mood
Buy used from: $50.00 This is the textbook I learned mathematical statistics from. I might need to buy a new copy, as my current one got so much use during my studies.
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 | Principles of Multivariate Analysis: A User's Perspective (Oxford Statistical Science Series) by W. J. Krzanowski
Buy new: $150.00 / Used from: $107.99 Well-written, easy to understand, and more information than most other multivariate texts. A good balance of application and theory.
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 | Nonparametric Statistical Methods, 2nd Edition by Myles Hollander
Buy new: $93.24 / Used from: $68.95 Very good reference for (classical) nonparametric methods.
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 | Bayesian Forecasting and Dynamic Models (Springer Series in Statistics) by Mike West
Buy new: $112.12 / Used from: $90.00 This is considered the "bible" of Bayesian forecasting.
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 | Design and Analysis of Clinical Trials: Concept and Methodologies (Wiley Series in Probability and Statistics. Applied Probability and Statistics) by Shein-Chung Chow
Buy used from: $71.49 A thorough description of the process from design of trial and protocol writing to evaluation, but nothing on Bayesian statistics in clinical trials.
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 | Bayesian Approaches to Clinical Trials and Health-Care Evaluation (Statistics in Practice) by David J. Spiegelhalter
Buy new: $76.50 / Used from: $69.98 A good reference if you're interested in using bayesian statistics in health research.
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 | Baysian Nonparametrics via Neural Networks (ASA-SIAM Series on Statistics and Applied Probability) by Herbert K. H. Lee
Buy new: $49.50 / Used from: $39.99 I haven't had a chance to read this yet, but the author is a good friend of mine and he's brilliant.
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