I highly recommend, 'The theory that would not die' as a highly entertaining account of the history of Bayesian statistics.<p>It is not a technical text on the subject, but it provides some of the high level reasoning as well as several of the most important stories of success over many years.
You could do worse that reading "The Signal And The Noise". Very well written and entertaining while it gently teaches you The Way Of The Bayesian.
I made a list of interesting introductory articles here: <a href="https://news.ycombinator.com/item?id=14982781" rel="nofollow">https://news.ycombinator.com/item?id=14982781</a><p>The best one is: Bayes theorem: <a href="http://arbital.com/p/bayes_rule_guide" rel="nofollow">http://arbital.com/p/bayes_rule_guide</a>