Bayesian Statistics: An Introduction, 4th Edition

D.8 General reading

Apart from Jeffreys (1939, 1948 and 1961), Berger (1985) and Box and Tiao (1992), which have frequently been referred to, some useful references are Lindley (1971a), DeGroot (1970) and Raiffa and Schlaifer (1961). The more recent texts by Bernardo and Smith (1994) and O’Hagan and Forster (2004) are very important and give a good coverage of the Bayesian theory. Some useful coverage of Bayesian methods for the linear model can be found in Broemling (1985). Linear Bayes methods are covered in Goldstein and Wooff (2007). Anyone interested in Bayesian statistics will gain a great deal by reading de Finetti (1972 and 1974–1975) and Savage (1972 and 1981). A useful collection of essays on the foundations of Bayesian statistics is Kyburg and Smokler (1964 and 1980), and a collection of recent influential papers can be found in Polson and Tiao (1995). The Valencia symposia edited by Bernardo et al. (1980–2011) and the `case studies’ edited by Gatsonis et al. (1993–2002) contain a wealth of material. A comparison of Bayesian and other approaches to statistical inference is provided by Barnett (1982). Nice recent textbook treatments at a lower level than this book can be found in Berry (1996) and Bolstad (2007).

A very nice book giving a treatment of Bayesian methods of great interest both to the layman and to the specialist is McGrayne (2011).