"I recommend…highly to statisticians, [and] health researchers...among others to consider keeping on their bookshelf." (Journal of Statistical Computation and Simulation, April 2005) "…a great book…fills a critical gap in existing literature. It is an excellent book for anyone interested in Bayesian modeling…" (Journal of the American Statistical Association, March 2005)"It is certainly a fine choice as a supporting reference in either a first or second Bayesian methods course…” (Technometrics, May 2004)"...has a contemporary feel, with recent developments in financial time series modelling and epidemiology included..." (Short Book Reviews, Vol 23(3), December 2003)