Statistics and Probability Education

AI Thread Summary
The discussion centers on finding affordable resources for learning statistics and probability. Participants recommend several books, including "Mathematical Statistics with Applications" for foundational knowledge and "Introduction to Probability Models" by Sheldon M. Ross for further study. Free resources like the OCW Consortium and iTunes U materials are suggested as valuable starting points. Additionally, websites offering free math books, such as hbpms.blogspot.com, are mentioned for accessing various statistics and probability texts. Overall, the conversation emphasizes the importance of a solid introductory text to build a strong understanding of the subject.
Char. Limit
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Now, I'm interested in all sorts of math, but currently I'm really liking statistics. However, I don't have any education in the subject at all. I was wondering if any of you knew a resource, say a book or a website, which could provide a comprehensive education in statistics and probability that I could afford. Free would obviously be the best, but if there are no good free resources I can accept that. I figured you would be the guys to go to.

Can you help?
 
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Char. Limit said:
Now, I'm interested in all sorts of math, but currently I'm really liking statistics. However, I don't have any education in the subject at all. I was wondering if any of you knew a resource, say a book or a website, which could provide a comprehensive education in statistics and probability that I could afford. Free would obviously be the best, but if there are no good free resources I can accept that. I figured you would be the guys to go to.

Can you help?

Hey there Char. Limit.

Typically when first learning probability and statistics, you learn one semester of probability and one of statistics.

The book I used in my intro course was Mathematical Statistics with Applications. That book will cover the whole introductory year to set the foundation for further learning.

After that you use that knowledge and apply to different things like finding distributions of common statistics (mean, variance, total, ratios), and also for designing experiments. You can also go the probability route and work on problems in applied probability like markov systems and building on that work on problems that involve calculus and random variables (stochastic calculus).

Then if you want to go further, you can either go to a domain specific area where statistics is applied (like biostatistics, actuarial science, finance etc), or you can become a generalist where you apply statistics to a lot of different fields.

With regards to books I know another book by Hogg that seems to be recommended.

My advice to you is that if you want to learn probability either get an introductory text like Mathematical Statistics and Applications and then go through the book "Introduction to Probability Models" by Sheldon M. Ross, if you pick up things quickly go through the second textbook since it has all the prerequisite knowledge to get you learning the rest of the stuff in the book.

As for statistics, things like inference are also covered in that book I recommended. Getting a decent book on linear models would also be beneficial, but I can't outright recommend one since I look at lecture notes and other sources.
 
Hey char!

I think it's cool that a mathematics student has taken an interest in statistics. Many mathematicians I know have some sort of disdain for statistics, which I think is mostly because they don't know it.

Anyways, there are some good texts out there:

Firstly, take a look at http://hbpms.blogspot.com/ , which contains a lot of (free) math books. It also has a lot of of probability books.

Here are some books I particularly like:
- Biostatistical analysis by Zar: is a very easy introductory text with a lot of examples. While easy, it covers a lot of stuff. If you know this book, then I'd say you know a lot of statistics.

- Probability and Measure by Billingsley: this has been my introduction to probability. It's been quite a hard introduction, since it's not a light read. But if you have the courage, then there's a lot of beautiful mathematics in this book. Furthermore, the book already introduces measures in a nice way, so you will be prepared for those things in your real analysis course. This book is often called one of the best books in probability! (it doesn't contain statistics though).

- All of statistics by Wasserman is a nice course on both probability and statistics and contains quite a lot of material! (It does do some things I don't like, like not giving precise statements and oversimplifying, but all in all this book does learn you how to use statistics...)
 
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