A student today asked if there were any books on statistics that I could recommend. He was after more generalist type books. I ended up sending him this list:
- The Theory That Would Not Die: How Bayes’ Rule Cracked the Enigma Code, Hunted Down Russian Submarines, and Emerged Triumphant from Two Centuries of Controversy (USYD, Amazon) is a great (generalist) read on the progression of bayesian statistics. It’s a really fun read (for a book about statistics).
- The lady tasting tea : how statistics revolutionized science in the twentieth century (USYD, Amazon) I quite enjoyed this one, it’s nicely written history of some key stats players.
- Statistics on the table : the history of statistical concepts and methods (USYD, Amazon) is a bit dryer than the above two – I haven’t made it all the way through yet – waiting for a rainy day!
- Mostly harmless econometrics : an empiricist’s companion (USYD, Amazon) is quite a bit more technical than the above books and more focussed on econometrics (statistics for economics).
- The Signal and the Noise: Why So Many Predictions Fail — but Some Don’t (Amazon) I’ve never read this but Nate Silver’s pretty hot right now.
- Probabilities : the little numbers that rule our lives (USYD, Amazon) I’m reading this on and off at the moment – it has some interesting observations.