Books

Which is the best introduction to data analysis?
Sivia (1996)

Which is the best book on classical statistics?
Moore and McCabe (2005)

Which is the best book on objective Bayesian probability?
Jaynes (2003)

Which is the best book on subjective Bayesian probability?
Lindley (1972)

Data Analysis

COX, Richard T., The Algebra of Probable Inference
de FINETTI, Bruno (P. Monari and D. Cocchi, eds.), 1993. Probabilità e Induzione
DeGROOT, Morris H. and Mark J. SCHERVISH, Probability and Statistics, Addison-Wesley.
GILLIES, Donald, Philosophical Theories of Probability
GOOD, I. J., 1983. Good Thinking: The Foundations of Probability and Its Applications, University of Minnesota Press
LINDLEY, D. V. 1972. Bayesian Statistics, A Review, Philadelphia, Pennsylvania: Society for Industrial Mathematics.
JAYNES, E.T. (edited by G. Larry Bretthorst), 2003. Probability Theory: The Logic of Science
JEFFREYS, Sir Harrold, Theory of Probability
MELLOR, D. H., 2005. Probability: A Philosophical Introduction
ROSENKRANTZ, R. D. (Editor), 1989. E.T. Jaynes: Papers on Probability, Statistics and Statistical Physics
ROSS, Sheldon M., Introduction to Probability Models
SCHMITT, Samuel A., 1969. Measuring Uncertainty: An Elementary Introduction to Bayesian Statistics, Addison-Wesley Publishing Company

BLUMAN, Allan G., Elementary Statistics: A Step by Step Approach, McGraw-Hill.
CASELLA, George and Roger L. BERGER, Statistical Inference, Duxbury.
DeGROOT, Morris H. and Mark J. SCHERVISH, Probability and Statistics, Addison-Wesley.
HAYSLETT, H. T. advisory editor Patrick MURPHY, Statistics Made Simple, William Heinemann Ltd.
LEE, Peter M., 2004. Bayesian Statistics: An Introduction, Hodder Arnold.
MOORE, David S, and George P. McCABE, Introduction to the Practice of Statistics, W. H. Freeman and Company.

Amazon.com Books, Probability & Statistics
Encyclopædia Britannica, Additional Reading > Bayesian methods, 2005.
FINE, Terrence L., The “Only Acceptable Approach” to Probabilistic Reasoning, 2004. Probability Theory: The Logic of Science. By E.T. Jaynes, Cambridge University Press, Cambridge, UK, 2003, 758 pages, $60.
FITELSON, Branden, Ian Hacking. An Introduction to Probability and Inductive Logic. Cambridge University Press 2000, xvii + 302 pp.
JEFFERYS, William H., Bayes's Theorem (Proceedings of the British Academy, Vol. 113) by Richard Swinburne. Oxford: Oxford University Press, 2002.
OKASHA, Samir, Review, Donald Gillies, Philosophical Theories of Probability, London: Routledge, 2000.
WOODWARD, Phil, P M Lee, Bayesian Statistics: AN Introduction, Arnold, London, 2004.
W M. Bolstad, Introduction to Bayesian Statistics, Wiley, New York, 2004.