Introduction to Statistical Inference

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1. madhadronJun 2022
   I really wish that I had something comprehensive to suggest. There are some things that I think everyone who deals with statistics should read, such as Freedman's 'Statistical Models and Shoe Leather'[^1] and Tukey's 'Exploratory Data Analysis'[^2]. Pearl's 'Causal Inference in Statistics' is the best introduction I know of to issues of causality as we understand them today. For actual inference, the basis is one player game theory (aka, decision theory). I learned it from Kiefer's 'Introduction to Statistical Inference,' which sets out the theory very nicely in the first few chapters. That's a starting point at least. There are some interesting courses[^3] that try to teach statistics via resampling that seem pedagogically very valuable. Resampling does build intuition nicely and using it gets people over their squeamishness around using randomized procedures.

   [^1]: http://psychology.okstate.edu/faculty/jgrice/psyc5314/Freedm...

   [^2]: Sadly really hard to find. We need a cheap reprint of this.

   [^3]: https://resample.statistics.com/intro-text-online/

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2. joshvmDec 2019
   Bear in mind Elements of Statistical Learning is a grad-level text. I would never recommend that to a beginner to the field over an Introduction to Statistical Inference, by the same authors.

   Geron Aurelien's Oreilly book is great - Hands-On Machine Learning with Scikit-Learn and TensorFlow. Get the second edition which covers Tensorflow 2.

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3. wavegeekDec 2014
   > study modern statistics hard

   Would you recommend some texts that cover this?

   A friend suggested:

   * Data Analysis: A Bayesian Tutorial by Devinderjit Sivia, John Skilling

   * Bayesian Data Analysis, by Andrew Gelman, John B. Carlin, Hal S. Stern

   * Introduction to Statistical Inference by Jack C. Kiefer, Gary Lorden

   Currently I am working my way through this.

   Pattern Recognition and Machine Learning by Christopher M. Bishop

   These books are expensive and very time-consuming so it is important to pick the right ones.

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