lehser

I came across this yesterday. It's billed as an intuitive introduction to Bayesian reasoning, and I'm reasonably impressed. Lots of graphs/applets, a variety of ways of expressing the information, etc. Since it's an "excruciatingly gentle introduction", it's not short (it's not *that* long, but pretty long for a web page), and it doesn't start (or go) fast. But it covers the material, and some other cool stuff along the way. Oh, and the author's got a sense of humor, though you may or may not appreciate the form it takes. (I kind of do; I especially liked the answer to "Why did the Bayesian reasoner cross the road?" and the "discussion" of where priors come from.)

From the introduction:
"Your friends and colleagues are talking about something called "Bayes' Theorem" or "Bayes' Rule", or something called Bayesian reasoning. They sound really enthusiastic about it, too, so you google and find a webpage about Bayes' Theorem and...

It's this equation. That's all. Just one equation. ...

So you came here. ... Maybe your friends are all wearing Bayes' Theorem T-shirts, and you're feeling left out. Maybe you're a girl looking for a boyfriend, but the boy you're interested in refuses to date anyone who "isn't Bayesian". What matters is that Bayes is cool, and if you don't know Bayes, you aren't cool."