This work develops ajoint design of user association and wireless backhaul bandwidth allocation with unequal user priorities in two-tier cellular heterogeneous networks (HetNets). A large number of transmit antennas is installed at a macro base station (MBS), while small base stations (SBSs) are equip with a single antenna and are connected with the MBS through wireless backhaul. Reverse time-division duplex (RTDD) scheme and dynamic frequency reuse are applied to manage inter-cell and intra-cell interference between users. We jointly determine user association and bandwidth allocation in order to maximize the sum throughput weighted by different user priorities. Based on a message-passing framework, we propose a distributed algorithm which efficiently determines user association and bandwidth allocation. Simulation results show that the proposed algorithm outperforms existing approaches consistently.