Today there’s an abundance of textbooks and webbooks on Bayesian probability theory, decision theory, and statistics, at very diverse technical levels. I wanted to point out three books whose main topic is not probability theory, but which give very good introductions (even superior to those of some specialized textbooks, in my opinion) to Bayesian probability theory:

• Artificial Intelligence: A Modern Approach by S. J. Russell, P. Norvig. Part IV is an amazing introduction to Bayesian theory – including decision theory – with many connections with Artificial Intelligence and Logic.

• Medical Decision Making by H. C. Sox, M. C. Higgins, D. K. Owens. This is essentially a very clear and insightful textbook on Bayesian probability theory and decision theory, but targeted to clinical decision-making.

• Sentential Probability Logic: Origins, Development, Current Status, and Technical Applications by T. Hailperin. This is a book on Bayesian probability theory, presented as a generalization of propositional logic. This point of view is the most powerful I know of. The books also has important results on methods to find probability bounds, and on combining evidence.