Suggestions:

1. W.M. Bolstad, [Introduction to Bayesian Statistics][1] 2nd. Ed., Wiley, 2007
2. J.M. Bernardo, A.F.M. Smith, [Bayesian Theory][2], Wiley, 2000
3. J.K. Ghosh, M. Delampady, T. Samanta, [An Introduction to Bayesian Analysis: Theory and Methods][3], Springer, 2006


  [1]: http://www.lavoisier.fr/livre/notice.asp?id=OKLWORASRRSOWE
  [2]: http://books.google.com/books/about/Bayesian_Theory.html?id=9Q9ph-ORI20C&redir_esc=y
  [3]: http://books.google.com/books/about/An_Introduction_to_Bayesian_Analysis.html?id=Tf98uAAACAAJ&redir_esc=y