It is a wonderful book for financial and Industrial Organization research. The book illustrates how to use Bayisan Statistics for updating counsumers/traders' information about products/stocks, which is widely used in asymetric/coordination games and in uncertainty research.  The book is clearly written, easy to understand even without a solid backgroup in Baysian Statistics. And with a normal prior distribution of belief, you will get a beautiful/approachable normal posterior distribution. This definitely simplies the information-updating process much.


here is its link on amazon:
http://www.amazon.com/Optimal-Statistical-Decisions-Classics-Library/dp/047168029X/ref=sr_1_1?ie=UTF8&s=books&qid=1276665772&sr=8-1