Kahneman D.
Slovic P. & Tversky A.(eds)*.
Judgement under Uncertainty: Heuristics and Biases*.
Cambridge University Press, (1982).

Lee PM, 'Bayesian Statistics: An Introduction, 2nd Edn' , Arnold, London UK, 1997.

Quite a good account of Bayesian statistics, but still not for the feint hearted (Lindley's book is better for beginners)

Lindley DV, 'Making Decisions' , John Wiley and Sons, 1985.

Something of a classic book. Argues that Bayesian probability is the natural basis for decision making in all walks of life.

Wilson A.G.
Cognitive Factors Affecting Subjective Probability Assessment*.
Institute of Statistics and Decision Sciences Discussion Paper *No.
94-02. Duke University, Durham, USA (1994).

Wright G.
& Ayton P. (eds). *Subjective
Probability*.
John Wiley & Sons Ltd., (1994)