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.