I've been teaching myself the basics of probability theory (I'm sixteen) but I'm having trouble on the first step. My basic definitions of probabilities are all frequentist, and I don't know a good Bayesian source appropriate for a secondary school student. Is Jaynes' PT:LOS able to be read by moi, given that I know basic set theory? If not, can anyone recommend a different textbook?
Given that PT:LOS is free online you can just try reading it. Even if you don't understand all the maths (do you know some calculus?) you'll still be able to read his verbal explanations of things, which will give you a good idea of the distinction between frequentist statistics and Bayes.
8Douglas_Knight
It's worth knowing that what Jaynes calls "probability" everyone else calls "statistics."
Generally, "probability theory" means studying well-specified random models. In some sense this is frequentist, but in another sense the distinction does not apply. Whereas "statistics" is about subjective ignorance.
If it's worth saying, but not worth its own post (even in Discussion), then it goes here.