As somebody having background in math - including probability and computer science.
What are the steps to learn - or even more, to understand - statistics?
What books are good? What books cover, the more advanced topics?
As somebody having background in math - including probability and computer science.
What are the steps to learn - or even more, to understand - statistics?
What books are good? What books cover, the more advanced topics?
I'm working through Statistics In A Nutshell right now and I like it quite a bit.
I took a course that used Probability and Random Processes for Electrical Engineering. You'd want to start out with Random variable, Normal distribution, Poisson distribution, etc.. and eventually move on to Central Limit Theorem, which is very cool theorem. Another topic that'll come in handy would be Bayes' theorem (I don't remember if the book covers Bayesian).
For more advanced stuff related to computer science, I can list Bishop's Pattern Recognition and Machine Learning. This really is not an easy read, so I'd list Introduction to Machine Learning too as an intro.
It's important to do simulations. You learn an awful lot by writing code and running it. You might notice a pattern then realize that a theorem explains it, but you would not have understood that theorem as deeply if you hadn't written the code.
I know a statistics professor who was trained as a pure mathematician but learned statistics starting with statistical software then learning the theory later. This backward to the usual academic approach, but I think it's a good way to go.
If you would like an awesome textbook on Statistics with respect to SPC (statistical process control), I can't speak highly enough of "Understanding Statistical Process Control (2nd Edition)" which can be found at Amazon: http://www.amazon.com/Understanding-Statistical-Process-Control-Chambers/dp/0945320132
I mention this specialized for of statistics, in the event that you are a person who needs to understand things from a practical perspective. SPC is very practical for aiding in tracking and improving business processes.
I like Statistical Inference by Casella and Berger. It's a standard grad school text. I also like All of Statistics by Wasserman. The Cartoon Guide to Statistics is an excellent overview of basic statistical concepts like the meaning of p-values, even if you have a strong math background.
Hello.
If you need a theoretical introduction my recommendation is Applied probability and statistical methods by George C Canavos
This is a good book to introduce a statistical concepts.