41. Old tutorial by José Miguel Bernardo

You may take Bayesianism as a methodology or as a religion (you know, the "...the very guide of life" thing). Both aspects are blended. Everything that makes it fascinating as a methodology is also evidence that, as a religion, it qualifies at the crackpot level.

More precisely, if you accept a number of axioms, then you can solve every problem, and the way to solve them is the same, universally. Bayesianism provides a full theory of uncertainty working under a number of specified assumptions. Of course, it is very difficult (to me) to imagine how those assumptions could be met except in a tiny minority of the problems involving uncertainty.

Some people have a much more powerful imagination than mine, but except for that important excess and its consequences they are a joy to read.

J.M. Bernardo. Bayesian Statistics.

This is a fast-paced introduction to Bayesian Statistics, including a lot of the somewhat deeper technical material, often absent from introductions, which unbelievers should at least know and understand.

His style, though, is at times an unpleasant and dogmatic one.

More papers by José Miguel Bernardo, including several published revamps (some earlier, some later) of this document, can be found here at his website. Don't miss the Test paper on intrinsic regions.