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Mathematical Statistics: Basic Ideas and Selected Topics (Bickel & Doksum)
Statistics
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These are the books that I've found helpful. This is by no means a complete list--and in
particular, I'm not trying to cover anything beyond the core topics--but it is a solid start. As
always, my recommendations tell you as much about my biases and interests as they do
anything else.
Probability and Statistics for Engineering and the Sciences (Devore) is a perfectly
good introduction to basic applied statistics.
Modern Applied Statistics with S (Venables & Ripley) is a more advanced course
on applied statistics with an emphasis on computational methods. All of the
methods it uses are available in R, so you can use it without S-Plus.
Bayesian Data Analysis (Gelman, Carlin, Dunson, Vehtari & Rubin) is the only
reasonable choice for starting out with applied Bayesian methods.
Mathematical Statistics: Basic Ideas and Selected Topics (Bickel & Doksum) is a
more advanced book on inference that covers statistical decision theory. If you
want to really understand statistical methods, you have to understand the basics of
that framework.
Generalized, Linear, and Mixed Models (McCulloch, Searle & Neuhaus) can be
viewed as a second course in linear models that deals with some very useful special
cases. This is pretty dry, but it's thorough and fairly clear.
Asymptotic Statistics (van der Vaart) is a more modern and encyclopedic book on
asymptotics.
I learned undergraduate probability from Probability (Pitman) , which is a fine Related Questions
introductory book that covers all the standard topics.
What is a good book for inferential statistics?
I also like Probability: The Science of Uncertainty (Bean) , which is another good
introduction that has some topics that are a little less standard. If you want to Are there any good "popular" books on statistics?
prepare for the actuarial exam on probability, this is a very good book to read.
What is the best math/probability book to read before
I used Introduction to Probability Models (Ross) for my undergraduate stochastic a PhD in statistics?
process course. It's a very standard introductory book.
Which are some good books to learn Statistics,
For a slightly more advanced stochastic processes textbook, I recommend assuming basic probability theory is known?
Stochastic Processes (Ross) . For most work, this will have pretty much
everything you need. What is the best book on probability?
But if it doesn't, you can probably find what you're looking for in either A First Can you recommend a good book or website with
Course in Stochastic Processes (Karlin & Taylor) or A Second Course in Stochastic problems on probability and statistics where I could
Processes (Karlin & Taylor) . check my solutions?
Applied Probability (Lange) is a nice book on probability and stochastic What are some good undergraduate texts on
processes that covers some unusual topics. It's meant to be accessible to non- probability and statistics?
Probability Theory (Rosenthal) is a very good place to start. It's very clearly
What is a good book on applied probability?
written with a good emphasis on understanding what's going on.
Which book is good for learning AP statistic?
Probability (Shiryaev) is a more rigorous book that's still clear with a lot of
examples.
Of course, you will have to engage with Probability: Theory and Examples
(Durrett). This is the standard reference for probability theory, and almost
everything that a non-probabilist could need is in here. It's also the standard
textbook for a graduate-level probability theory course, but you will find it helpful
to supplement it with something else.
Last but certainly not least, I'm going to throw in a recommendation for
Counterexamples in Probability (Stoyanov) . You can't really understand a
subject until you've made a few wrong conjectures and learned why they're o, and
this book probably talks about some things you'll believe by the time you get here.
140k Views View Upvotes
Which are some good books to learn Statistics, assuming basic probability theory is
known?
A first basic level could be books like Cartoon Guide to Statistics and Head First
Statistics
After that, one has to start focusing on specific areas as well as learn R - for example
The best way to learn is to get couple of good books as well as have a hands-on
learning with R
"A First Course in Probability" by Sheldon Ross is a great book to start with. It is one of the
most popular textbooks/supplementary textbooks in an university (introductory) level
probability course (It was used while I was in Berkeley and It was used as a reference at
Stanford).
The book is concise and clean when explaining the concepts, and it doesn't go into too
much mathematical details. The exercises are well designed and really illuminating. More
specifically, the exercises show you how to apply the analytical tools in various setting
(although they can be tricky from time to time).
http://www.amazon.com/First-Cour...
34.7k Views View Upvotes
Freedman, Pisani & Purves, Statistics. Get any edition, they didnt change that much and
the main thing here is that this book makes you think without overwhelming mathematical
detail.
Abelson, Statistics as Principled Argument. Not a good first book, but a great second book.
Very easy reading (no formulas) but it gives a lot of insight into how statistics should be
used in research (especially social science and medicine, but other fields, too).
Long, Regression models for Categorical and Limited Dependent Variables is a very good
book on its subject area, making the links among various models clear.
Franklin, The Science of Conjecture: Evidence and Probability before Pascal probably wont
teach you anything about modern statistics that you really need to know, but its a
fascinating look at how people thought about this stu before the math to do it was
invented.
9.1k Views View Upvotes Answer requested by Denise Donatien-Coder
It depends on how you plan to apply your knowledge going forward. I personally was
interested in a mathematically solid introduction written in a pedagogical way and
targeting engineers rather than mathematicians. With this in mind I was really pleased to
find "Introduction to Probability" by Bertsekas from MIT.
http://www.amazon.com/Introducti...
My list is somewhat heterodox, but honestly these are the books I would introduce to myself
at a younger age.
Julian James Faraway, Applied Linear Models in R
I would add in a book that applies stats/probability to an interest area of yours. For example
Brownian motion in finance, statistical mechanics/thermodynamics/cond-mat, machine
learning (eg ElemStatLearn ), information theory/coding theory, time series (check John
Cochrane's notes), philosophy of probability (check out Ian Hacking's book on the history of
probability as a concept), random number generation in cryptography ("true randomness"),
quantum probability (check out Itamar Pitowsky's book), risk management--whatever fits
your interests.
A number of people have weighed in on this question on John D Cook's blog: Elementary
statistics book recommendation .
22.4k Views View Upvotes
A great list by Justin. But i would like to add a really neat book.
Amazon.com: Introduction to Probability (Chapman & Hall/CRC Texts in Statistical
Science) (9781466575578): Joseph K. Blitzstein, Jessica Hwang: Books
Gelaman's all time classic Amazon.com: Bayesian Data Analysis, Third Edition (Chapman &
Hall/CRC Texts in Statistical Science) (9781439840955): Andrew Gelman, John B. Carlin, Hal
S. Stern, David B. Dunson, Aki Vehtari, Donald B. Rubin: Books
For basic Statistics: Statistics by Freedman, Pisami and Purves is a fantastic book for
layman.
For Basic Probability: A First Course in Probability by Sheldon Ross and Two volumes of
Fellers book are fantastic choices.
For Hypothesis Testing a fantastic book is Testing Statistical Hypotheses (Springer Texts
in Statistics) by Lehmann and Romano .
Apart from that for multivariate statistics there is a book by Bibby, Kent and Mardia.
Hctor Flores
Written Aug 21, 2014
While teaching myself basic Probability (statistics), I found this book superbly clear and
insightful.
12.9k Views View Upvotes
Mitzenmacher is the Dean of Computer Science at Harvard [2]. I have not worked with his
book, personally, but I have used many of his publications on Bloom filters. He writes very
clearly but still formally about these probabilistic data structures.
[1] http://amzn.com/0521835402
[2] http://www.eecs.harvard.edu/~mic...
12.4k Views View Upvotes
Notre Dame has a new free MOOC on edX, I "Heart" Stats: Learning to Love Statistics ,
starting tomorrow starts tomorrow. Enjoy!
7.3k Views View Upvotes
There are many Textbooks to study for a good knowledge of Statistics, probability and other
subfields of Statistics. Some of them are here with FREE DOWNLOAD links
Programmed Statistics
Understandin Probability
1.7k Views View Upvotes
My favourite, by a long-shot.
It is wonderfully easy to follow and builds up from the absolute basics to 2nd year university
level before you know it. Can't recommend this one enough.
http://www.amazon.com/Stats-Data...
5.6k Views
For R
Alain F. Zuur, Elena N. Ieno, Erik H.W.G. Meesters - A Beginners Guide to R (ISBN
978-0-387-93836-3 e-ISBN 978-0-387-93837-0 DOI 10.1007/978-0-387-93837-0) and
the whole of Use R! series (http://www.springer.com/series/6... ).
For Visualization
ggplot2: Elegant Graphics for Data Analysis http://www.amazon.com/gp/product...
Believe it or not, I found the "Cartoon Guide to Statistics" to be quite helpful. A bunch of us
used it at Yale in lieu of our actual textbook. http://www.amazon.com/Cartoon-Gu...
13.1k Views View Upvotes
The list provided by Justin Rising was one of the best compilations of stats books, and thus
I'll just add my 2 cents. As mentioned in his list, The Elements of Statistical Learning: data
mining, inference, and prediction. 2nd Edition. is a great book but for advanced stats.
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