Donald B. Rubin

NA

In the end I'm a bit torn. Everybody describes it as the bible of bayesian statistics and it indeed covers a wide range of topics and by that supersedes all other general textbooks on bayesianism I know of. A great amount of literature is given after each chapter for everyone who wants to learn more about specific stuff. As a first time introduction on the other hand it's an incredible bad choice - if you don't know the basics you are going to have a bad time.