A Bayesian reading list
Pioneering Bayesian books include:Box, G. E. P. and G. C. Tiao (1973). Bayesian Inference in Statistical Analysis. Reading, MA: Addison-Wesley.
de Finetti, B. 1970/1974. Teoria delle Probabilita 1. Turin: Einaudi. English translation as Theory of Probability 1 in 1974, Chichester: Wiley.
de Finetti, B. 1970/1975. Teoria delle Probabilita 2. Turin: Einaudi. English translation as Theory of Probability 2 in 1975, Chichester: Wiley.
de Finetti, B. 1972. Probability, Induction and statistics. Chichester: Wiley.
De Groot, M. H. 1970. Optimal Statistical Decisions. New-York: Mc Graw-Hill.
Dubins, L. E. and L. J. Savage. 1965/1976. How to Gamble if you Must: Inequalities for Stochastic Processes. New-York: Mc Graw-Hill. Second edition in 1976. New-York: Dover.
Jeffreys, H. 1939/1961. Theory of probability. Oxford: University Press. Third edition in 1961, Oxford: Good, I. J. 1965. The Estimation of Probabilities. An essay on modern Bayesian methods. Cambridge, Mass: The MIT Press.University Press.
Keynes, J. M. 1921/29. A Treatise on Probability. London: Macmillan. Second edition in 1929, London: Macmillan. Reprinted in 1962. New-York: Harper and Row.
Laplace, P. S. 1812. Theorie Analytique des probabilites. Paris: Courcier. Reprinted as Oeuvres completes de Laplace7, 1878-1912. Paris: Gauthier-Villars.
Lindley, D. V. 1965. Introduction to Probability from a Statistical Viewpoint. Cambridge: University Press.
Lindley, D. V. 1972. Bayesian Statistics, a Review. Philadelphia, PA: SIAM.
Mosteller, F. and D. L. Wallace. 1964. Inference and Disputed Authorship: the federalist. Pratt, J. W., H. Raiffa, and R. Schlaifer. 1965. Introduction to Statistical Decision Theory. New-York: Mc Graw-Hill.
Raiffa, H. and Schlaifer, R. 1961. Applied Statistical Decision Theory. Boston: Harvard University.
Savage, L. J. 1954/1972. The Foundations of Satistics. New-York: Wiley. Second edition in 1972, New-York: Dover.
Savage, L. J. 1962. The Foundations of Statistical Inference: a Discussion. London: Methuen.
Schlaifer, R. 1959. Probability and Satistics for Business Decisions. New-York: Mc Graw-Hill.
Schlaifer, R. 1961. Introduction to Statistics for Business Decisions. New-york: Mc Graw-Hill.
Tribus, M. 1969. Rational Descriptions, Decisions and Designs. New-York: Pergamon.
Elementary and intermediate Bayesian textbooks include those of:
Bernardo, J. M. 1981. Bioestadistica, une Perspectiva Bayesiana. Barcelona: Vicens-Vives.
Berry, D. A. 1994. Bayesian Biostatistics. Belmont, CA: Duxbury.
Cifarelli, D. M. and P. Muliere. 1989. Statistica Bayesiana. Pavia: G. Iuculano.
Iversen, G. R. 1984. Bayesian Statistical Inference. Beverly Hills, CA: Sage.
Kleiter, G. D. 1980. Bayes-Statistik: Grundlagen und Anwendungen. Berlin: W. de Gruyter.
Lavalle, I. H. 1970. An Introduction to Probability, Decision and Inference. Toronto: Holt, Rhinehart and Winston.
Lee, P. M. 1997. Bayesian Statistics. An Introduction. John Wiley and Sons, Inc.
Lindley, D. V. 1971/1985. Making Decisions. Second edition in 1985, Chichester: Wiley.
O'Hagan, A. 1988. Modelling with heavy tails. Bayesian Statistics 3. (J. M. Bernardo, M. H. DeGroot, D. V. Lindley and A. F. M. Smith, eds.). Oxford: University Press, 345-359 (with discussion).
Press, S. J. 1989. Bayesian Statistics. New-York: Wiley.
Savage, I. R. 1968. Statistics:Uncertainty and Behavior.Boston: Houghton Miffin.
Schmitt, S. A. 1969. Measuring Uncertainty: an ElementaryIntroduction to Bayesian Statistics. Reading, MA: Addison-Wesley.
Winkler, R. L. 1972. Introduction to Bayesian Inference and Decision. Toronto: Holt, Rhinehart and Winston.
More advanced Bayesian monographs include:
Berger, J. O. 1985. Statistical Decision Theory and Bayesian Analysis. Berlin: Springer.
Florens, J. P., M. Mouchart, and J.-M. Rolin. 1990. Elements of Bayesian Statistics. New-York: Marcel Dekker.
Hartigan, J. A. 1983. Bayes Theory.Berlin: Springer.
O'Hagan, A. and H. Le. 1994. Conflicting Information and a class of bivariate heavy-tailed distributions. In Aspects of Uncertainty: a Tribute to D. V. Lindley. (P. R. Freeman, and A. F. M. Smith, eds.). Chichester: Wiley.
Robert, C.P. 1992. LAnalyse Statistique Bayesienne. Paris: Economica.
Robert, C.P. 1994. The Bayesian Choice. A Decision-Theoretic Motivation. Springer: New-York.
Savchuk, V. P. 1989. Bayesovskiye Metodi Statisticheskogo Ostenivaniys. Moscow: Nauka.
Smith, J. Q. 1988. Decision Analysis: A Bayesian Approach. New-York: Chapman and Hall.
Polson and Tiao (1994) propose a collection of classic papers in: Bayesian inference. Aldershot: Edward Elger.
Bayesian Applications in Ecology
Ellison, A. 1996. An introduction to Bayesian inference for ecological research and environmental decision-making. Ecological Application 6: 1036-1046.
Dennis, B. 1996. Discussion: Should ecologists become Bayesians? Ecological Application 6: 1095-1103.