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Ask HN: What are your favorite statistics and probability textbooks?

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31–40 of 87 posts

Re: Ask HN: What are your favorite statistics and probability textbooks?

#32

Against the Gods by Peter L Bernstein, Chaos by James Gleick, and The (Mis)Behaviour of Markets by Benoit B Mandelbrot and Richard L Hudson.

In this less mathematical, more "pop science" vein I remember I enjoyed The Flaw of Averages by Sam Savage (who happens to be the son of Jimmie Savage) but I read it many years ago and I'm not sure I would still recommend it.

Re: Ask HN: What are your favorite statistics and probability textbooks?

#35

Feller Vol. 1 is considered the classic text for discrete probability: https://epubs.siam.org/doi/10.1137/1011021 Volume 2 is easily found as a pdf on google, but it's much harder.

Agree Feller is excellent. I don't think it has much in the way of prerequisites and comes at probability from a solid "fundamental understanding" POV.

Volume 2 is more difficult but also very good.

Don't forget that you always read mathematics ( or probability theory ) with a pencil in hand. It's a participatory activity.

Re: Ask HN: What are your favorite statistics and probability textbooks?

#36

All of Statistics by Larry Wasserman is the book I recommend for anyone who knows calculus and linear algebra and wants to learn statistics.

Amazing book. It has an ambitious title, but it really lives up to it. I just wish I had read it years ago.

Re: Ask HN: What are your favorite statistics and probability textbooks?

#37
post #6

If you're working through Spivek and Apostol, get Feller v1 and v2. Same level of rigor and emphasis on intuition. (If you're having fun after that, pick up Gallager's book on stochastic processes. Similar approaches, intuition, and focus on discrete probability to skip the metric theory complications of continuous dists.) Another very good book is Bertsekas and Tsitsiklas, Introduction to Probability. This book will…

In my experience, those who grew up with Papoulis, 2nd edition loved it. I grew up with Papoulis, 3rd edition, and find the layout and typesetting to be among the worst of any book I've ever read, bad enough to significantly affect usability and ability to quickly find things.

Re: Ask HN: What are your favorite statistics and probability textbooks?

#38
post #18

All of Statistics by Larry Wasserman is the book I recommend for anyone who knows calculus and linear algebra and wants to learn statistics.

Came here to post this and “Advanced Data Analysis from an Elementary Point of View“ by Cosmos Shalizi

I just wish this would come out in paper book. It’s excellent but I have difficulty reading math books online.

Re: Ask HN: What are your favorite statistics and probability textbooks?

#39
post #12

I'm not well rounded enough to draw a clear path from where you are. For me Gelmans Data Analysis Using Regression and Multilevel/Hierarchical Models [0] drove home many, many points. More recently, I have a sense/hope that Pearl's The Book of Why [1] might take this to yet another level. [0] http://www.stat.columbia.edu/~gelman/arm/ [1] https://www.amazon.com/Book-Why-Science-Cause-Effect/dp/0465...

Pearl's landmark rigorous book is Causality

Re: Ask HN: What are your favorite statistics and probability textbooks?

#40

I've been enjoying the struggle through Statistical Inference by George Casella as a foundational text. This was the introductory text for stats graduate students at Arizona State University a few years back. The Mathematical Methods of Statistics by Harald Cramér is also excellent.

+1 to this, I'm a big fan of Casella. I personally think it's most useful as a reference, moreso than a textbook.
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