Free Python ebook: Bayesian Methods for Hackers
I should like to give a contrarian comment about this, because it is on top of the front page and seems to be being received positively. This book is probably not a good way to learn about statistical inference. It has quite confused explanations of both Bayesian and frequentist approaches. The preface seems to imply that programmers, by virtue of being able to use computers, don't need to take a rigorous mathematical course in Bayesian methods. However the text actually uses mathematical notation throughout, and as far as I could tell it is often not explained. I noticed at least one case where a probability distribution (gamma) was described only through plots i.e. without specifying its pdf or how you could derive the pdf. I think the kind of discourse that this book exemplifies is halfway to cargo cult 'statistics'.