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I'm in need of a book recommendation .

As a practicing physicist I get to use some statistics now and then. I've been through all of the introductory probability courses and I can solve textbook problems (after scratching my head for a bit). The problem is, I've never really gotten comfortable around statistics. I always get the feeling my understanding of it is superficial.

I'm not looking for a heavy 4kg, 1000-pages tome, nor am I looking for some introductory book that will waste my time with its low signal-to-noise ratio. I was hoping for a book that would talk about statistics from a physicist's perspective: from maximum likelood estimation, to cool tricks you can do with probability distributions (such as estimating the electron's charge from current noise which can be modelled using a Poisson process), to things you should watch out for when using the Chi^2 distribution to estimate the "correctness" of your results. Something an experimentalist could put to good use. If the book would also have some "sexy" topics, such as Levy distributions/fat tails and so forth, that would be a plus, but not a necessity.

It doesn't have to be a physics book per-se. I don't care if the examples are from biology, or structural engineering, or genetics.

I'd really appreciate any suggestions you make .

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# Need recommendation: useful book about statistics?

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