"Less Wrong" is the name of the blog where I found this layman's explanation of Bayes' Theorem.

As I've pointed out before, I'm not a statistician. But I can comprehend basic statistical explanations such as the explanation of the Monty Hall problem. Understanding the concepts and being able to apply them in real tests...well, that's still a big gap for me.

But if that gap is smaller (or nil) for you, SAS offers plenty of capability for Bayesian analysis. The MCMC procedure covers much of it, and there is more in other procedures such as GENMOD, LIFEREG, and PHREG.