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Before you post a question like this, it would be nice if you did a little work beforehand. The best resource for finding references about a statistical topic is the Current Index to Statistics Extended Database (CISED), a CD-ROM with 180,000 references in statistics journals since 1974, with coverage of selected journals dating back as far as 1940. Many university libraries have this product, and some make it available to their students through a web browser. Licensing agreements, however, prevent libraries from making this product available to the general public. If you want to purchase an individual license, it is available for as little as $95.
http://www.stat.uchicago.edu/~cis/ is a web site that contains more information about CISED. Two e-mail contacts at IMS and ASA are kmkims@stat.berkeley.edu and cised@amstat.org, respectively.
http://www.stat.wisc.edu/statistics/consult/statbook.html is Glen McPherson's Essential Book List. Back in 1993, Glen McPherson polled the members of STAT-L/SCI.STAT.CONSULT to create a list of books essential to anyone in the statistical consulting field. The list is organized by major topic areas. Brian Yandell has put this list up on his web site.
http://www.stat.wisc.edu/statistics/consult/book.html is another interesting booklist that can be found at the same web site.
13 What is the answer to the Monty Hall, Envelope, or Birthday problem?