This book is really good for learning Bayesian analysis:

Doing Bayesian Analysis by John Kruschke

http://www.amazon.com/Doing-Bayesian-Analysis-Second-Edition/dp/0124058884

Hi,

you can give a look to Project Euclid:

http://projecteuclid.org/euclid.ba

and BUGS project:

http://projecteuclid.org/euclid.ba

regards,

Matteo

I give support for Kruschke's book. Just make sure to buy the newest as linked, since bugs is rarely used anymore.

Thanks matheo,  the Bugs project link seems to be not corrent

Thanks athanasia, would you please write the book full name and comment on which level this book is proper? I am not looking for elementary elevel book.

1)Berger, J.O (1985) Statistical Decision Theory and Bayesian Analysis, springer verlag

2) Bernardo,J.M and Amith A.F.M (1994) Bayesian Theory  .Wiley

The one I have conducted my analyses and I found one book covered most of my need: Gelman A., Carlin J. B., Stern H. S., and Bubin D. B. 2004.  Bayesian Data analysis, 2nd edition.  CRC Press.

In the field of Fish Biology and Fisheries, a very useful review article is: Punt A. E., and Hilborn, R.  1997.  Fisheries stock assessment and decision analysis: the Bayesian approach.  Reviews in Fish Biology and Fisheries 7:35-63.

Hi Behrad,

There is a recent special issue of the Journal of Management (41/2, February 2015) on Bayesian Probability and Statistics.

Although it is applied to management and organization, it may be helpful.

The following are more Bayesian-biased.

Machine Learning by Kevin Murphy

Pattern Analysis and Machine Learning by Christoper Bishop