This book gives a very detailed account of the software WinBUGS – a popular tool implementing MCMC methods for approximate Bayesian analysis. It adds to the already well kept and informative web page of the software and can be used as a textbook for applied Bayesian statistics. Also, the books presents many applications of Bayesian data analysis. The reader is led through recent developments in computational Bayesian statistics via a series of examples, explained in WinBUGS. The examples are mainly of biomedical, social and economical types. The level of complexity raises from very basic analysis to intermediate predictive, hierarchical and variable selection problems.