Think Bayes: Bayesian Statistics Made Simple by Allen B. Downey.
Think Bayes is an introduction to Bayesian statistics using computational methods. This version of the book is a rough draft. I am making this draft available for comments, but it comes with the warning that it is probably full of errors.
Allen has written free books on Python, statistics, complexity and now Bayesian statistics.
If you don’t know his books, good opportunity to give them a try.