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All of Statistics, by Larry Wassserman (2013) [pdf]

stat.cmu.edu

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Re: All of Statistics, by Larry Wassserman (2013) [pdf]

#2
Sadly, no link to free eBook, which is not surprising because it seems that the book is still in print, having been released as recently as 2004, and updated in 2005 and 2013.

This post links to the website supporting the book and provides links to errata, code and data. The links on the page to Springer and Amazon are broken: Here are valid links:

http://www.springer.com/de/book/9780387402727

http://www.amazon.com/All-Statistics-Statistical-Inference-S...

Here is the Google Books link:

https://books.google.ie/books?id=th3fbFI1DaMC&printsec=front...

Re: All of Statistics, by Larry Wassserman (2013) [pdf]

#4
post #2

Sadly, no link to free eBook, which is not surprising because it seems that the book is still in print, having been released as recently as 2004, and updated in 2005 and 2013. This post links to the website supporting the book and provides links to errata, code and data. The links on the page to Springer and Amazon are broken: Here are valid links: http://www.springer.com/de/book/9780387402727 http://www.amazon.com/A…

Not sure about HN's policy on posting links to pirated material, but as a Freedom of Information supporter, I will note that the book can be found at http://gen.lib.rus.ec.

Re: All of Statistics, by Larry Wassserman (2013) [pdf]

#5
post #3

Can someone say in few sentences what Statistics is all about? I can't shake off the feeling that it is just glorified curve fitting. Edit: Please stop the down votes, just an electrical engineer here, with one basic course in Probability and Stat. :)

Statistics is applied Probability Theory. Statistics tries to find and characterize the probability distribution of 'Random Variables' through series of observations.

Basically, you count things and compare that to how many things you think you should have counted given your assumptions.

Re: All of Statistics, by Larry Wassserman (2013) [pdf]

#6
post #3

Can someone say in few sentences what Statistics is all about? I can't shake off the feeling that it is just glorified curve fitting. Edit: Please stop the down votes, just an electrical engineer here, with one basic course in Probability and Stat. :)

Inferring meaning from data.

Re: All of Statistics, by Larry Wassserman (2013) [pdf]

#7
post #3

Can someone say in few sentences what Statistics is all about? I can't shake off the feeling that it is just glorified curve fitting. Edit: Please stop the down votes, just an electrical engineer here, with one basic course in Probability and Stat. :)

It is just glorified curve fitting. Glorified curve fitting is a very rich field.

Another way of thinking about it (described in Wasserman's book) is that statistics is the inverse problem of probability.

Probability theory asks: given a process, what does its data look like? Statistics asks: given data, what process might have generated it?

Re: All of Statistics, by Larry Wassserman (2013) [pdf]

#8
post #3

Can someone say in few sentences what Statistics is all about? I can't shake off the feeling that it is just glorified curve fitting. Edit: Please stop the down votes, just an electrical engineer here, with one basic course in Probability and Stat. :)

estimating uncertainty. The curve you fit represents what you have in your data. The question is what is out there, in your target population.

Re: All of Statistics, by Larry Wassserman (2013) [pdf]

#9
Happy to see a book like this trending on hn, especially with a sentence like: "Using fancy tools like neural nets, boosting, and support vector machines without understanding basic statistics is like doing brain surgery before knowing how to use a band-aid." in it's preface. I definitely agree, since I wasted a lot of time doing fruitless surgeries before I went and learned about band aids in depth.

From my look at Part 1, it has some great coverage of the basics, all of which are important. Some of the fundamentals that I see left out are rightly left out since they require experience in real analysis to appreciate, and maybe aren't very actionable. There's few proofs, but, since the goal is a quick understanding, I can also appreciate this.

It looks to me like a great intro of statistics for CS people, as the author says.

Re: All of Statistics, by Larry Wassserman (2013) [pdf]

#10
post #3

Can someone say in few sentences what Statistics is all about? I can't shake off the feeling that it is just glorified curve fitting. Edit: Please stop the down votes, just an electrical engineer here, with one basic course in Probability and Stat. :)

Pretty much any kind of mathematical modelling that involves uncertainty, really.

Making inferences and predictions from data, in the presence of uncertainty.

Analysis of the properties of procedures for doing the above.

If you want examples that avoid the feel of just "curve fitting" (assume you mean something like "inferring parameters given noisy observations of them") -- maybe look at models involving latent variables. Bayesian statistics has quite a few interesting examples.

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