Practical Statistics for Astronomer

To best honest I never read the book very carefully when it was used as the text for my 2nd year cosmology data analysis class (sorry Chris). It is actually quite a fun read since it started by describing the important stat. developments throughout history in the first chapter and then goes through the basics. There isn't a lot of math so it's easy to skim through. The best point is that the examples are very relevant and point out common pitfalls.

For example in astronomy a lot of stuff is in power law form, turns out a power-law distribution does not fit the formal definition of a p.d.f., (i.e. p.d.f. has to be > 0, and integrates to 1) and that the binning of data that follows power law distribution has to be taken with care etc.

I would give it bonus points for including a lot of Bayesian stuff and giving good comparisons between the Frequentists and Bayesian views. :D