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