As a first step, I suggest Dennis Lindley’s Understanding Uncertainty. It’s written for the layperson, so there’s not much in the way of mathematical detail, but it is very good for clarifying the basic concepts, and covers some surprisingly sophisticated topics.
ETA: Ah, I didn’t notice that Benito had already recommended this book. Well, consider this a second opinion then.
As a first step, I suggest Dennis Lindley’s Understanding Uncertainty. It’s written for the layperson, so there’s not much in the way of mathematical detail, but it is very good for clarifying the basic concepts, and covers some surprisingly sophisticated topics.
ETA: Ah, I didn’t notice that Benito had already recommended this book. Well, consider this a second opinion then.