Gill, Jeff. Bayesian Methods: A Social and Behavioral Sciences Approach. CRC Press, 2002.
Notes:"...easily the most comprehensive, scholarly, and thoughtful book the subject... it will do much to promote the use of Bayesian methods." -David Blackwell, University of California, Berkeley.
"A surprisingly thorough review written by a user of Bayesian statistics, with applications drawn from the social sciences." -Persi Diaconis, Stanford University.
"This book is a brilliant and importantly very accessible introduction to the concept and application of Bayesian approaches to data analysis. The clear strength of the book is in making the concept practical and accessible, without necessarily dumbing it down. It therefore retains the richness and complexity of this approach. The coverage is also remarkable, especially discussing this approach in the context of hierarchical linear models." -S V Subramanian, Harvard University.