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Re:Interview on ”Bayesian Statistics the Fun Way” by kgwgk on Tuesday June 04, 2019 @02:56PM (#20098085)
For the hard way, look at Bruno de Finetti's Theory of Probability:

https://onlinelibrary.wiley.com/doi/book/10.1002/97811192863...

Jaynes is certainly very deep and some sections are harder than others. It's interesting regardless of your level (this is a book worth rereading several times).

For a less technical, but full of insight, introduction see Dennis Lindley's Understanding Uncertainty:

https://onlinelibrary.wiley.com/doi/book/10.1002/97811186501...

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