The following books are suggested to read:
1. Lee, P M (2004). Bayesian Statistics: An Introduction, 3Ed, Hodder Arnold
   [A basic introductory book  to Bayesian Statistics]
2. Gelman, A; Carlin, J B; Stern, H. and Rubin, D B (2003), Bayesian Data Analysis, 2Ed, Chapman & Hall
   [An application oriented book for Bayesian Statistics]
3. Bolstad, W M (2007) Introduction to Bayesian Statistics, 2Ed, John Wiley
   [Another basic introductory book to Bayesian Statistics]
4. Bernardo, J M and Smith, A F M (1994) Bayesian Theory, John Wiley
    [A bible book of Bayesian statistical theory, but suitable for graduate student]

Hope they are of help.  Thanks.

Some suggestions are to supplement my previous post:

5. Hoff, P D (2010), A First Course in Bayesian Statistical Methods, Springer
6. Christensen, R; Johnson, W O, Branscum, A J; Hanson, T E (2010), Bayesian Ideas and Data Analysis: An Introduction for Scientists and Statisticians, Chapman & Hall
7. Berger, J (1993), Statistical Decision Theory and Bayesian Analysis, Springer
8. Kruschke, J K (2010), Doing Bayesian Data Analysis: A tutorial with R and BUGS


Bye for now.

谢谢推荐及评述