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All of Statistics by Larry Wasserman is a great introductory book from the frequentist tradition that includes some sections on Bayesian methods. It's definitely not frequentist propaganda - more like a sober look at the pros and cons of the Bayesian point of view.


My first year of grad school I ordered a textbook but what I got was actually All of Statistics with the wrong cover bound on.

I skimmed through a couple chapters before returning it for a refund. I sometimes regret not keeping it as a curio, but I was a poor grad student at the time and it was an expensive book.


https://archive.org/details/springer_10.1007-978-0-387-21736...

Statistics & machine learning book authors seem to be really good at providing a free, electronic copy.




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