Difference between revisions of "Booklist: probability and statistics"

Revision as of 19:07, 13 March 2014

Book list distilled from stats.stackexchange.com thread.

1. D. Huff, *How to Lie with Statistics*.

1. Mood, Graybill, and Boes, *Introduction to the Theory of Statistics*, 3rd ed., 1974.

1. Seber & Lee, *Linear Regression Analysis*, 2nd ed.

1. Hastie, Tibshirani, and Friedman, *Elements of Statistical Learning*, 2nd ed., 2009.

1. A. Agresti, *Categorical Data Analysis*, 2nd ed.

1. Boyd & Vandenberghe, *Convex Optimization*.

1. Efron & Tibshirani, *An Introduction to the Bootstrap*.

1. J. Liu, *Monte Carlo Strategies in Scientific Computing* or P. Glasserman, *Monte Carlo Methods in Financial Engineering*.

1. E. Tufte, *The Visual Display of Quantitative Information*.

1. J. Tukey, *Exploratory Data Analysis*.

1. F. A. Graybill, *Theory and Application of the Linear Model*.

1. F. A. Graybill, *Matrices with Applications in Statistics*.

1. Devroye, Gyorfi, and Lugosi, *A Probabilistic Theory of Pattern Recognition*.

1. Brockwell & Davis, *Time Series: Theory and Methods*.

1. Motwani and Raghavan, *Randomized Algorithms*.

1. D. Williams, *Probability and Martingales* and/or R. Durrett, *Probability: Theory and Examples*.

1. F. Harrell, *Regression Modeling Strategies*.

1. Lehman and Casella, *Theory of Point Estimation*.

1. Lehmann and Romano, *Testing Statistical Hypotheses*.

1. A. van der Vaart, *Asymptotic Statistics*.