Best online courses and books for learning probability and statistics

What are some good online courses and books available for learning probability and statistics?
- Quora 20.04.17, 22:11
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Applied Probability Statistics and Probability Learning Probability
Learning About Statistics Probability (statistics) Statistics (academic discipline)
What are some good online courses and books

available for learning probability and statistics?
What are best available online courses and famous books on probability and randomness
which provides some great intuition about the field. Most of the common textbooks
mostly focus on various formulas and theorems. Are their any books which emphasize
more on intuition rather than formulas. Basically interested in both theoretical paradoxes
and interesting inferences from real world statistics and probability.
Answer Wiki
Recommended books based on the answers submitted:
Statistical Inference (Casella & Berger)
Mathematical Statistics: Basic Ideas and Selected Topics (Bickel & Doksum)
A First Course in Linear Model Theory (Ravishanker & Dey)
Statistics
The Art of R Programming: A Tour of Statistical Software Design (Matlo)
Probability and Statistics for Engineering and the Sciences
Linear Regression Analysis (Seber & Lee)
Bayesian Data Analysis (Gelman, Carlin, Dunson, Vehtari & Rubin)
Data Analysis Using Regression and Multilevel/Hierarchical Models (Gelman

& Hill)
Modern Applied Statistics with S (Statistics and Computing)
Software for Data Analysis: Programming with R (Statistics and Computing)
The Elements of Statistical Learning: Data Mining, Inference, and Prediction

(Hastie, Tibshirani & Friedman)
Mathematical Statistics with Applications (Wackerly, Mendenhall &

Scheaer)
Generalized, Linear, and Mixed Models (McCulloch, Searle & Neuhaus)
An Introduction to Multivariate Statistical Analysis (T. W. Anderson)
A Course in Large Sample Theory (Ferguson)
Asymptotic Statistics (van der Vaart)
The Bayesian Choice: From Decision-Theoretic Foundations to

Computational Implementation (Robert).
Introduction to Probability (Joseph K. Blitzstein, Jessica Hwang)
57 Answers
Justin Rising, PhD in statistics

Updated Dec 18, 2014 Upvoted by Alon Amit, Math Ph.D. with lots of practical
experience in statistics. and Allan Steinhardt, PhD, former DARPA chief scientist, 200+
papers published
These are the books that I've found helpful. This is by no means a complete list--and in
particular, I'm not trying to cover anything beyond the core topics--but it is a solid start. As
always, my recommendations tell you as much about my biases and interests as they do
anything else.
https://www.quora.com/What-are-some-good-online-courses-and-books-available-for-learning-probability-and-statistics Seite 1 von 8

What are some good online courses and books available for learning probability and statistics? - Quora 20.04.17, 22:11
Applied Statistics and Statistical Computing

Statistics (Freedman, Pisani & Purves) is hands down the best introductory book
for statistical thinking. There's almost no math in here, but reading this and doing
the exercises will force you to engage with the material.
Probability and Statistics for Engineering and the Sciences (Devore) is a perfectly
good introduction to basic applied statistics.
Modern Applied Statistics with S (Venables & Ripley) is a more advanced course
on applied statistics with an emphasis on computational methods. All of the
methods it uses are available in R, so you can use it without S-Plus.
Software for Data Analysis: Programming with R (Chambers) is an introduction

to programming in R. You won't find a lot of statistics in here, but it's still material
that you need to know.
The Art of R Programming: A Tour of Statistical Software Design (Matlo) is

another good book on programming in R.
Linear Regression Analysis (Seber & Lee) is a nice introduction to linear

regression for someone with a strong background in linear algebra.
Bayesian Data Analysis (Gelman, Carlin, Dunson, Vehtari & Rubin) is the only
reasonable choice for starting out with applied Bayesian methods.
Data Analysis Using Regression and Multilevel/Hierarchical Models (Gelman &

Hill) is a fantastic introduction to very important class of regression models.
This one is accessible to a wide audience.
The Elements of Statistical Learning: Data Mining, Inference, and Prediction

(Hastie, Tibshirani & Friedman) is a classical text on machine learning methods.
I'm not going to try to give a comprehensive list of books on ML, but I wouldn't feel
right completely leaving it out, and this is still the standard by which other books
are judged.
Mathematical Statistics and Statistical Theory

I learned my basic theory from Mathematical Statistics with Applications
(Wackerly, Mendenhall & Scheaer) . It's a good book, but there's a lot that it
doesn't cover.
Statistical Inference (Casella & Berger) is the standard book on mathematical

statistics. It's still missing some stu, but this is definitely essential.
Mathematical Statistics: Basic Ideas and Selected Topics (Bickel & Doksum) is a
more advanced book on inference that covers statistical decision theory. If you
want to really understand statistical methods, you have to understand the basics of
that framework.
A First Course in Linear Model Theory (Ravishanker & Dey) is an introduction to

the theory of linear models as opposed to their applications. Even if you want to do
applied statistics you need to understand this stu on a basic level.
Generalized, Linear, and Mixed Models (McCulloch, Searle & Neuhaus) can be
viewed as a second course in linear models that deals with some very useful special
cases. This is pretty dry, but it's thorough and fairly clear.
An Introduction to Multivariate Statistical Analysis (T. W. Anderson) is a

reference book on classical multivariate methods. Basically, if you can assume
multivariate normality, this book has something on your problem.
A Course in Large Sample Theory (Ferguson) is the standard introduction to

classical asymptotics.
Asymptotic Statistics (van der Vaart) is a more modern and encyclopedic book on
asymptotics.
The Bayesian Choice: From Decision-Theoretic Foundations to Computational

Implementation (Robert) is a more mathematical introduction to Bayesian
statistics. I could put this one in the applied statistics section, but it's not wrong to
put it here either.
Search for questions, people, and topics Sign In

Probability and Stochastic Processes

I learned undergraduate probability from Probability (Pitman) , which is a fine Related Questions
introductory book that covers all the standard topics.
What is a good book for inferential statistics?
I also like Probability: The Science of Uncertainty (Bean) , which is another good
introduction that has some topics that are a little less standard. If you want to Are there any good "popular" books on statistics?
prepare for the actuarial exam on probability, this is a very good book to read.
What is the best math/probability book to read before
I used Introduction to Probability Models (Ross) for my undergraduate stochastic a PhD in statistics?
process course. It's a very standard introductory book.
Which are some good books to learn Statistics,
For a slightly more advanced stochastic processes textbook, I recommend assuming basic probability theory is known?
Stochastic Processes (Ross) . For most work, this will have pretty much
everything you need. What is the best book on probability?
But if it doesn't, you can probably find what you're looking for in either A First Can you recommend a good book or website with
Course in Stochastic Processes (Karlin & Taylor) or A Second Course in Stochastic problems on probability and statistics where I could
Processes (Karlin & Taylor) . check my solutions?
Applied Probability (Lange) is a nice book on probability and stochastic What are some good undergraduate texts on
processes that covers some unusual topics. It's meant to be accessible to non- probability and statistics?
mathematicians, although you still have to be mathematically literate.

What are some good books to learn statistics for
If you want (or need) to get into actual probability theory, A First Look at Rigorous engineers?
Probability Theory (Rosenthal) is a very good place to start. It's very clearly
What is a good book on applied probability?
written with a good emphasis on understanding what's going on.
Which book is good for learning AP statistic?
Probability (Shiryaev) is a more rigorous book that's still clear with a lot of
examples.
Of course, you will have to engage with Probability: Theory and Examples
(Durrett). This is the standard reference for probability theory, and almost
everything that a non-probabilist could need is in here. It's also the standard
textbook for a graduate-level probability theory course, but you will find it helpful
to supplement it with something else.
Stochastic Calculus and Financial Applications (Steele) is a gentle and intuitive

introduction to stochastic calculus. It's more aimed at someone who wants to use
stochastic calculus than the hardcore theoreticians.
If you do want to be a hardcore theoretician, Brownian Motion and Stochastic

Calculus (Karatzas & Shreve) is the place to start.
Last but certainly not least, I'm going to throw in a recommendation for
Counterexamples in Probability (Stoyanov) . You can't really understand a
subject until you've made a few wrong conjectures and learned why they're o, and
this book probably talks about some things you'll believe by the time you get here.
140k Views View Upvotes
Related Questions More Answers Below
What is a good book for inferential statistics?
Are there any good "popular" books on statistics?
What is the best math/probability book to read before a PhD in statistics?
Which are some good books to learn Statistics, assuming basic probability theory is
known?
What is the best book on probability?
Krishna Sankar, Sr.Specialist/AI Data Scientist (2016-present)

Updated May 19, 2012
A first basic level could be books like Cartoon Guide to Statistics and Head First
Statistics
After the initial understanding, one might be better o reading through an

undergraduate/graduate college statistics book either from library or get an earlier
edition of the currently popular book, e.g.
http://www.amazon.com/Statistics...
Statistics in a Nutshell is another book worth reading
After that, one has to start focusing on specific areas as well as learn R - for example

Fundamentals of Biostatistics by Rosner is on my reading list, as I am interested in

BioInformatics and working towards my degree at JHU. I also own Bayesian
Computation with R
The best way to learn is to get couple of good books as well as have a hands-on
learning with R
[Update May 19,2012]

Paulo Roberto Araujo suggests "A Treatise on Probability by John Maynard
Keynes". Thanks Paulo, Link to the book from Project Gutenberg
http://www.gutenberg.org/ebooks/...
Another good book - Introduction to Probability, 2nd Edition by Bertsekas &

Tsitsiklis [http://www.amazon.com/Introducti... Notes from MIT course based on
the book [http://web.mit.edu/6.041/www/]
61.3k Views View Upvotes
Robert Chang, Data Janitor @ Twitter | Taiwanese American | Statistically

educated | Aspiring singer
Written Jul 10, 2012
"A First Course in Probability" by Sheldon Ross is a great book to start with. It is one of the
most popular textbooks/supplementary textbooks in an university (introductory) level
probability course (It was used while I was in Berkeley and It was used as a reference at
Stanford).
The book is concise and clean when explaining the concepts, and it doesn't go into too
much mathematical details. The exercises are well designed and really illuminating. More
specifically, the exercises show you how to apply the analytical tools in various setting
(although they can be tricky from time to time).
http://www.amazon.com/First-Cour...
Peter Flom, Independent statistical consultant for researchers in behavioral,

social and medical sciences
Written May 30, 2016 Upvoted by Justin Rising, PhD in statistics
Freedman, Pisani & Purves, Statistics. Get any edition, they didnt change that much and
the main thing here is that this book makes you think without overwhelming mathematical
detail.
Abelson, Statistics as Principled Argument. Not a good first book, but a great second book.
Very easy reading (no formulas) but it gives a lot of insight into how statistics should be
used in research (especially social science and medicine, but other fields, too).
Long, Regression models for Categorical and Limited Dependent Variables is a very good
book on its subject area, making the links among various models clear.
Franklin, The Science of Conjecture: Evidence and Probability before Pascal probably wont
teach you anything about modern statistics that you really need to know, but its a
fascinating look at how people thought about this stu before the math to do it was
invented.
9.1k Views View Upvotes Answer requested by Denise Donatien-Coder
Andrew Filev, Founder@Wrike

Written Mar 8, 2011
It depends on how you plan to apply your knowledge going forward. I personally was
interested in a mathematically solid introduction written in a pedagogical way and
targeting engineers rather than mathematicians. With this in mind I was really pleased to
find "Introduction to Probability" by Bertsekas from MIT.
http://www.amazon.com/Introducti...
You can find more about it at:

What book on probability and statistics would be comparable in writing style and quality to
Gilbert Strang's books on calculus and linear algebra?
27k Views View Upvotes

Lors Soren, http://isomorphism.es/tagged/statistics

Updated Dec 19, 2014
My list is somewhat heterodox, but honestly these are the books I would introduce to myself
at a younger age.
Julian James Faraway, Applied Linear Models in R
Joshua Angrist and Jorn-Steen Pischke, Mostly Harmless Econometrics
Cosma Shalizi, Almost None of the Theory of Stochastic Processes
Richard Jerey, Subjective Probability: The Real Thing
John Kruschke, Doing Bayesian Data Analysis (reviewed by Luis Apiolaza )
John W Tukey, Exploratory Data Analysis
Edward Tufte, The Visual Display of Quantitative Information and Statistical

Analysis for Social Scientists
I would add in a book that applies stats/probability to an interest area of yours. For example
Brownian motion in finance, statistical mechanics/thermodynamics/cond-mat, machine
learning (eg ElemStatLearn ), information theory/coding theory, time series (check John
Cochrane's notes), philosophy of probability (check out Ian Hacking's book on the history of
probability as a concept), random number generation in cryptography ("true randomness"),
quantum probability (check out Itamar Pitowsky's book), risk management--whatever fits
your interests.
A number of people have weighed in on this question on John D Cook's blog: Elementary
statistics book recommendation .
Tanmoy Mukherjee, Doctoral student

Written May 1, 2015
A great list by Justin. But i would like to add a really neat book.
Amazon.com: Introduction to Probability (Chapman & Hall/CRC Texts in Statistical
Science) (9781466575578): Joseph K. Blitzstein, Jessica Hwang: Books
Boy this book is amazing as the lectures are
I was only aware of the lectures but not of the book.
Gelaman's all time classic Amazon.com: Bayesian Data Analysis, Third Edition (Chapman &
Hall/CRC Texts in Statistical Science) (9781439840955): Andrew Gelman, John B. Carlin, Hal
S. Stern, David B. Dunson, Aki Vehtari, Donald B. Rubin: Books
though i have the older version

Anupam Kundu, studied at Indian Statistical Institute

Written Apr 2
For basic Statistics: Statistics by Freedman, Pisami and Purves is a fantastic book for

layman.
For Basic Probability: A First Course in Probability by Sheldon Ross and Two volumes of
Fellers book are fantastic choices.
For Hypothesis Testing a fantastic book is Testing Statistical Hypotheses (Springer Texts
in Statistics) by Lehmann and Romano .
Apart from that for multivariate statistics there is a book by Bibby, Kent and Mardia.
Few other good books:
1. Statistical Inference by Casella and Berger.
2. Linear Statistical Inference by C.R. Rao
3. Introduction to Statistics - P.K. Giri & J. Banerjee
4. Fundamentals of Statistics by Gupta, Dasgupta and Goon

343 Views View Upvotes
Hctor Flores
Written Aug 21, 2014
I highly recommend the OpenIntro Statistics free book:

http://www.openintro.org/stat/te...
While teaching myself basic Probability (statistics), I found this book superbly clear and
insightful.
Mark Jerey, BASc, MASc

Updated Mar 7, 2011
The book by Mitzenmacher, et al. [1] might be worth investigating.
Mitzenmacher is the Dean of Computer Science at Harvard [2]. I have not worked with his
book, personally, but I have used many of his publications on Bloom filters. He writes very
clearly but still formally about these probabilistic data structures.
[1] http://amzn.com/0521835402
[2] http://www.eecs.harvard.edu/~mic...
Becky Pineo, Marketing @ Dockwa, Inc.

Written Apr 14, 2015
Notre Dame has a new free MOOC on edX, I "Heart" Stats: Learning to Love Statistics ,
starting tomorrow starts tomorrow. Enjoy!
Muhammad Qamar Shafiq, worked at SEO Esecutive

Updated Dec 20
There are many Textbooks to study for a good knowledge of Statistics, probability and other
subfields of Statistics. Some of them are here with FREE DOWNLOAD links
PROBABILITY CONCEPTS AND THEORY FOR ENGINEERS
Probability For Statisticians
Programmed Statistics
Understandin Probability
Michael O'Connor, Investment Analyst

Updated Dec 22, 2012
My favourite, by a long-shot.
'Stats: Data & Models' by de Veaux, Velleman & Bock.

It is wonderfully easy to follow and builds up from the absolute basics to 2nd year university
level before you know it. Can't recommend this one enough.
http://www.amazon.com/Stats-Data...
5.6k Views
Noble P. Abraham, Ph. D Candidate

Written Feb 3, 2012
For Bayesian Statistics

Jim Albert - Bayesian Computation with R (ISBN 978-0-387-92297-3 e-ISBN 978-0-
387-92298-0 DOI 10.1007/978-0-387-92298-0)
William M. Bolstad - Introduction to Bayesian Statistics (ISBN: 978-0-470-14115-1)
Jayanta K. Ghosh, Mohan Delampady, Tapas Samanta - An Introduction to

Bayesian Analysis: Theory and Methods (ISBN-10: 0387400842)
For R
Alain F. Zuur, Elena N. Ieno, Erik H.W.G. Meesters - A Beginners Guide to R (ISBN
978-0-387-93836-3 e-ISBN 978-0-387-93837-0 DOI 10.1007/978-0-387-93837-0) and
the whole of Use R! series (http://www.springer.com/series/6... ).
For Visualization
ggplot2: Elegant Graphics for Data Analysis http://www.amazon.com/gp/product...
(*** Incomplete and Not in any preference order)

Richard Ludlow, hiding in plain sight

Written Jan 9, 2011
Believe it or not, I found the "Cartoon Guide to Statistics" to be quite helpful. A bunch of us
used it at Yale in lieu of our actual textbook. http://www.amazon.com/Cartoon-Gu...
Jonathan Zevi, Founder and CTO @ Propertunity World

Written Nov 25
To start, I would suggest the following as a starting point:
this Coursera course and this edX.

848 Views
Shagun Rawat, PhD student, Applied Mathematics

Written Dec 15, 2014
The list provided by Justin Rising was one of the best compilations of stats books, and thus
I'll just add my 2 cents. As mentioned in his list, The Elements of Statistical Learning: data
mining, inference, and prediction. 2nd Edition. is a great book but for advanced stats.
But there is a newer 'prequel' to this book, Amazon.com: An Introduction to Statistical

Learning: with Applications in R (Springer Texts in Statistics) (9781461471370): Gareth
James, Daniela Witten, Trevor Hastie, Robert Tibshirani: Books published in 2013 which
is perfect for hands on understanding for somebody who is just getting started with
statistical analysis. It has great explanations and the exercises assist in your learning too.
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What are some good online courses and books available for learning probability and statistics?

- Quora 20.04.17, 22:11

Quora uses cookies to improve your experience. Read more

Applied Probability Statistics and Probability Learning Probability

Learning About Statistics Probability (statistics) Statistics (academic discipline)

What are some good online courses and books

Recommended books based on the answers submitted:

Statistical Inference (Casella & Berger)

A First Course in Linear Model Theory (Ravishanker & Dey)

The Art of R Programming: A Tour of Statistical Software Design (Matlo)

Probability and Statistics for Engineering and the Sciences

Linear Regression Analysis (Seber & Lee)

Bayesian Data Analysis (Gelman, Carlin, Dunson, Vehtari & Rubin)

Data Analysis Using Regression and Multilevel/Hierarchical Models (Gelman

Modern Applied Statistics with S (Statistics and Computing)

Software for Data Analysis: Programming with R (Statistics and Computing)

The Elements of Statistical Learning: Data Mining, Inference, and Prediction

Mathematical Statistics with Applications (Wackerly, Mendenhall &

Generalized, Linear, and Mixed Models (McCulloch, Searle & Neuhaus)

An Introduction to Multivariate Statistical Analysis (T. W. Anderson)

A Course in Large Sample Theory (Ferguson)

Asymptotic Statistics (van der Vaart)

The Bayesian Choice: From Decision-Theoretic Foundations to

Introduction to Probability (Joseph K. Blitzstein, Jessica Hwang)

Justin Rising, PhD in statistics

https://www.quora.com/What-are-some-good-online-courses-and-books-available-for-learning-probability-and-statistics Seite 1 von 8

Applied Statistics and Statistical Computing

Software for Data Analysis: Programming with R (Chambers) is an introduction

The Art of R Programming: A Tour of Statistical Software Design (Matlo) is

Linear Regression Analysis (Seber & Lee) is a nice introduction to linear

Data Analysis Using Regression and Multilevel/Hierarchical Models (Gelman &

The Elements of Statistical Learning: Data Mining, Inference, and Prediction

Mathematical Statistics and Statistical Theory

Statistical Inference (Casella & Berger) is the standard book on mathematical

A First Course in Linear Model Theory (Ravishanker & Dey) is an introduction to

An Introduction to Multivariate Statistical Analysis (T. W. Anderson) is a

A Course in Large Sample Theory (Ferguson) is the standard introduction to

The Bayesian Choice: From Decision-Theoretic Foundations to Computational

Search for questions, people, and topics Sign In

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mathematicians, although you still have to be mathematically literate.

Stochastic Calculus and Financial Applications (Steele) is a gentle and intuitive

If you do want to be a hardcore theoretician, Brownian Motion and Stochastic

Related Questions More Answers Below

What is a good book for inferential statistics?

Are there any good "popular" books on statistics?

What is the best math/probability book to read before a PhD in statistics?

What is the best book on probability?

Krishna Sankar, Sr.Specialist/AI Data Scientist (2016-present)

After the initial understanding, one might be better o reading through an

Statistics in a Nutshell is another book worth reading

https://www.quora.com/What-are-some-good-online-courses-and-books-available-for-learning-probability-and-statistics Seite 3 von 8

Fundamentals of Biostatistics by Rosner is on my reading list, as I am interested in

[Update May 19,2012]

Another good book - Introduction to Probability, 2nd Edition by Bertsekas &

Robert Chang, Data Janitor @ Twitter | Taiwanese American | Statistically

Peter Flom, Independent statistical consultant for researchers in behavioral,

Andrew Filev, Founder@Wrike

You can find more about it at:

https://www.quora.com/What-are-some-good-online-courses-and-books-available-for-learning-probability-and-statistics Seite 4 von 8

Lors Soren, http://isomorphism.es/tagged/statistics

Joshua Angrist and Jorn-Steen Pischke, Mostly Harmless Econometrics