This textbook introduces a science philosophy called "information theoretic" based on Kullback-Leibler information theory. It focuses on a science philosophy based on "multiple working hypotheses" and statistical models to represent them. The text is written for people new to the information-theoretic approaches to statistical inference, whether graduate students, post-docs, or professionals in various universities, agencies or institutes. Readers are however expected to have a background in general statistical principles, regression analysis, and some exposure to likelihood methods. This is not an elementary text as it assumes reasonable competence in modeling and parameter estimation.