Практическое введение в Байесов анализ

Jim Albert, "Bayesian Computation With R"

http://books.google.ru/books?id=AALhk_mt7SYC&printsec=frontcover&dq=learnbayes+cran&source=bl&ots=XuM0DIX3Mg&sig=cXdLbWyrVVUogBOlYuH_fItgTes&hl=ru&ei=DSjATIK6D4vBswa_xfzrCA&sa=X&oi=book_result&ct=result&resnum=10&ved=0CFgQ6AEwCQ#v=onepage&q=learnbayes%20cran&f=false

Пакет LearnBayes
http://cran.r-project.org/web/packages/LearnBayes/LearnBayes.pdf