I have a problem that I am starting to work in a field where I need lots of non-rigorous probability theory for modelling.One large stumbling block for me is concept of conjugate Priors of random variables and Parameter estimation.Wherever I look the concepts are explained blurilly,with complete disregard for any kind of mathematical rigor.
I would like an explanation of conjugate priors and parameter estimation techniques, but such that rigor is not disregarded and all steps are laid out so that a complete novice can follow.
Mathematical rigor is wanted,but measure-theoretic arguments are not really welcome since I had no chance to acquainte myself with the theory at all.
Resource recomandations are more then welcome.
Thanks in advance