What is the best Probability and Statistics book for a Masters student who studied this subject back in high school?
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Note that this is someone doing Masters in a Machine Learning area. I need a nice introduction, solid enough, for a beginner and comprehensive enough to get me up and running because I feel that 4 year gap has taken me away from Probability and Statistics. I feel distant. I need to make friends with this subject :)
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Answer:
Heard of Stat 110 ? I think that is the best resource to start with. The lectures can be found on youtube[1]. All of them. Prof Joe Blitzstein is really really really good. Note that I have been reading and discarding books on probability since 2010, when I first realized I need to know this before I can understand an algorithm in ML properly. I have worked through ( not just read) the initial 3 4 chapters of the MIT book[2], I have tried to work the book by two people from Oxford ( they start by talking about sigma-algebra and sticking to that definition to describe probability)[3], there are a set of PDFs that talk more about it in terms of sets, there are a set of books by Sheldon Ross[4], so, yes I have been around the block and worked through the exercises. I have now been working through Stat 110 lectures, only first 7 are done. His description in terms of the pebble world, his discussion of the problems ( i have asked so many about Newton-Pepys, Birthday problem and Monty Hall) are awesome. As a parting note, I have now started to say Stat 110 "stories" to my Mom, who is as far away from anything CS as anybody can be. So, yes, stat 110 ! Do solve the strategic problems and homeworks seriously. The second strategic homework made me feel quite dumb, I think i will work through it again. :( [1] http://www.youtube.com/playlist?list=PL2SOU6wwxB0uwwH80KTQ6ht66KWxbzTIo [2] http://athenasc.com/probbook.html [3] http://books.google.ca/books?id=G3ig-0M4wSIC&printsec=frontcover&dq=inauthor%3A%22Geoffrey+Grimmett%22&hl=en&sa=X&ei=4-GaUp6VNsrSigKT7IHwBw&ved=0CEgQ6AEwBA#v=onepage&q&f=false [4] http://www.amazon.com/First-Course-Probability-8th-Edition/dp/013603313X
Rohit Dholakia at Quora Visit the source
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