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)