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Persol comments on References & Resources for LessWrong - Less Wrong
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The first 3 chapters of Jaynes' "Probability Theory: The Logic of Science" is available at: http://bayes.wustl.edu/etj/prob/book.pdf
Also, here's a copy of his unpublished book (pdf link at bottom): http://bayes.wustl.edu/etj/science.pdf.html