 | Statistical Decision Theory and Bayesian Analysis (Springer Series in Statistics) by James O. Berger
Buy new: $81.75 / Used from: $39.18 This was essentially a decision theory book, but in the second edition, much Bayesian theory has been added, making it a bona fide Bayesian advocator.
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 | Bayesian Inference in Statistical Analysis (Wiley Classics Library) by George E. P. Box
Buy new: $124.15 / Used from: $54.50 Most detailed, authoritative account of many basic statistical problems, still very valuable and update even today
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 | The Advanced Theory of Statistics, Vol. 2B: Bayesian Inference by Harvey J. Gold
Buy used from: $125.00 This is the most complete and covering-all book
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 | Bayesian Statistics, a Review (CBMS-NSF Regional Conference Series in Applied Mathematics) by D. V. Lindley
Buy new: $36.00 / Used from: $20.00 This is a little Bayesian book I enjoy reading
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 | Bayesian Statistics: An Introduction (Arnold Publication) by Peter M. Lee
Buy new: $46.49 / Used from: $40.14 Clear and clean introduction to basic Bayesian statistics
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 | Bayesian Theory (Wiley Series in Probability and Statistics) by José M. Bernardo
Buy new: $75.39 / Used from: $62.73 Good overview, clear foundational, conceptual issues, but lacks details for computational implementation.
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 | Bayesian Data Analysis, Second Edition (Texts in Statistical Science) by Andrew Gelman
Buy new: $61.38 / Used from: $47.00 The most popular, introductory book, update on modern computation
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 | An Introduction to Bayesian Analysis: Theory and Methods (Springer Texts in Statistics) by Jayanta K. Ghosh
Buy new: $79.11 / Used from: $51.99 |
 | Tools for Statistical Inference: Methods for the Exploration of Posterior Distributions and Likelihood Functions (Springer Series in Statistics) by Martin A. Tanner
Buy new: $85.38 / Used from: $60.00 Provides a balanced treatment of Bayesain and likelihood approaches, emphasizing computational and missing data problems
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 | Bayes Theory (Springer Series in Statistics) by John A. Hartigan
Buy used from: $39.00 Very theoretical, and demanding. But concise and covers many interesting topics. Appears to be overlooked compared to attention received by other B--books.
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 | Probability Theory: The Logic of Science (Vol 1) by E. T. Jaynes
Buy new: $60.07 / Used from: $55.00 |
 | Monte Carlo Methods in Bayesian Computation (Springer Series in Statistics) by Ming-Hui Chen
Buy new: $97.90 / Used from: $84.62 A nice and detailed account of Bayesian computation
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 | Finite Mixture and Markov Switching Models (Springer Series in Statistics) by Sylvia Frühwirth-Schnatter
Buy new: $79.20 / Used from: $63.70 |
 | Probabilistic Networks and Expert Systems: Exact Computational Methods for Bayesian Networks (Information Science and Statistics) by Robert G. Cowell
Buy new: $44.37 / Used from: $27.41 |
 | Applied Multivariate Analysis: Using Bayesian and Frequentist Methods of Inference, Second Edition by S. James Press
Buy new: $23.63 / Used from: $19.36 |
 | Theory of Probability (Oxford Classic Texts in the Physical Sciences) by the late Harold Jeffreys
Buy new: $127.50 / Used from: $97.49 |
 | Bayesian Analysis of Linear Models (Statistics : Textbooks and Monographs, Vol 60) by Broemeling
Buy new: $104.95 / Used from: $146.16 |
 | Bayesian Modeling Using WinBUGS (Wiley Series in Computational Statistics) by Ioannis Ntzoufras
Buy new: $88.00 / Used from: $89.02 |
| Empirical Bayes Methods with Applications (Monographs on Statistics and Applied Probability) by J.S. Maritz
Buy used from: $121.00 |
 | Handbook of Statistics, Volume 25: Bayesian Thinking, Modeling and Computation
Buy new: $275.00 / Used from: $269.48 |
 | Bayesian Networks and Decision Graphs (Information Science and Statistics) by Finn V. Jensen
Buy new: $76.46 / Used from: $44.98 |
 | Classic Works of the Dempster-Shafer Theory of Belief Functions (Studies in Fuzziness and Soft Computing)
Buy new: $189.54 / Used from: $140.77 |
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