What are some good resources for learning about statistical analysis?

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Alex Kamil

Start with
√Doing Bayesian Data Analysis: A Tutorial with R and BUGS: John K. Kruschke: 9780123814852: Amazon.com: Books

Lecture Notes
Khan Academy, Statistics: http://www.khanacademy.org/#stat...
Shalizi, 35-350: http://www.stat.cmu.edu/~cshaliz...
Shalizi, 36-402: 36-402, Undergraduate Advanced Data Analysis
Phillips, CS5961: http://www.eng.utah.edu/~cs5961/
Statistics 110: Probability by Joe Blitzstein

Books

• Amazon.com: Fundamentals of Applied Probability Theory (9780070178151): Alvin W. Drake: Books
  
• Amazon.com: Probability and Random Processes (9780198572220): Geoffrey R. Grimmett, David R. Stirzaker: Books
  
• Probability with Martingales (Cambridge Mathematical Textbooks): David Williams: 9780521406055: Amazon.com: Books
  
• Amazon.com: Probability (Classics in Applied Mathematics) (9780898712964): Leo Breiman: Books
  
• A First Course in Stochastic Processes, Second Edition: Samuel Karlin, Howard M. Taylor: 9780123985521: Amazon.com: Books
• Neveu, for the mathematically inclined

• Probability and Information (Theory and Decision Library): A.M. Yaglom, I.M. Yaglom: 9789027715227: Amazon.com: Books

• Everitt & Hothorn, A Handbook of Statistical Analyses Using R: http://www.amazon.com/Handbook-S...

• Gelman, Data Analysis Using Regression and Multilevel/Hierarchical Models:

http://www.amazon.com/Analysis-R...

• Gelman, Bayesian Data Analysis: http://www.amazon.com/Bayesian-A...
• Faraway, Linear models with R: http://www.amazon.com/Linear-Mod...
• Albert, Bayesian computation with R:

http://www.amazon.com/Bayesian-C...

• Spector, Data Manipulation with R:

http://www.amazon.com/Bayesian-C...

• Cowpertwait & Metcalfe, Introductory Time Series with R: http://www.amazon.com/gp/product...
• Venables & Ripley, Modern Applied Statistics with S: http://www.amazon.com/Modern-App...
• Izenman, Modern Multivariate Statistical Techniques: Regression,
  Classification, and Manifold Learning:
  http://www.amazon.com/Modern-Mul...
• Hollander& Wolfe, Nonparametric Statistical Methods: http://www.amazon.com/Nonparamet...
  
• Allison, Survival analysis using SAS: http://www.amazon.com/Survival-A...
• Bevington & Robinson, Data Reduction and Error Analysis for The Physical Sciences: http://www.amazon.com/Reduction-...
• Deming, Statistical adjustment of data: http://www.amazon.com/Statistica...
• Greene, Econometric Analysis: http://www.amazon.com/Econometri...
• Bernardo & Smith, Bayesian Theory: http://www.amazon.com/Bayesian-T...
• Seber &Wild, Nonlinear Regression: http://www.amazon.com/Nonlinear-...
• Sivia & Skilling, Bayesian Data Analysis: http://www.amazon.com/Data-Analy...
• Casella & Berger, Statistical Inference: http://www.amazon.com/Statistica...
• Geisser: Predictive inference: http://www.amazon.com/Predictive...
• Davison & Hinkley, Bootstrap Methods and Their Application: http://www.amazon.com/Bootstrap-...
• Hastie, Tibshirani & Friedman,The Elements of Statistical Learning: http://www-stat.stanford.edu/~ti...
• Efron & Tibshirani, An Introduction to the Bootstrap: http://www.amazon.com/Introducti...
• Duda & Hart, Pattern Classification and Scene Analysis: http://www.amazon.com/Pattern-Cl...
• Vapnik, The nature of statistical learning theory: http://www.amazon.com/Nature-Sta...
• Introduction to Statistical Pattern Recognition, Second Edition (Computer Science and Scientific Computing Series): Keinosuke Fukunaga: 9780122698514: Amazon.com: Books
  
• Amazon.com: Boosting: Foundations and Algorithms (Adaptive Computation and Machine Learning series) (9780262017183): Robert E. Schapire, Yoav Freund: Books
  
• Huber & Ronchetti, Robust Statistics: http://www.amazon.com/Robust-Sta...
• Gamerman & Lopes, Markov Chain Monte Carlo: Stochastic Simulation for Bayesian Inference: http://www.amazon.com/Markov-Cha...

• Tanner, Tools for Statistical Inference: Methods for the Exploration of Posterior Distributions and Likelihood Functions: http://www.amazon.com/Tools-Stat...
• Tukey, Exploratory Data Analysis: http://www.amazon.com/Explorator....
• Wald, Statistical Decision Functions: http://www.amazon.com/Statistica...
• Good Freely Available Textbooks on
  Machine Learning
  http://metaoptimize.com/qa/quest...
• Rissanen, Lectures on Statistical Modeling Theory:
  http://www.mdl-research.org/pub/...
• Wasserman, All of Statistics: A Concise Course in Statistical Inference: http://www.amazon.com/All-Statis...
• Johnstone, Function Estimation and Gaussian Sequence Models: www-stat.stanford.edu/~imj/baseb.ps
• Whittaker, Graphical Models in Applied Multivariate Statistics: http://www.amazon.com/Graphical-...
• Berk, Statistical Learning from a Regression Perspective: http://www.amazon.com/Statistica...
• Blackwell & Girshick, Theory of Games and Statistical Decisions: http://www.amazon.com/Theory-Gam...

Tutorials

• Knight, Bayesian Inference with Tears: http://www.isi.edu/natural-langu...
• Rabiner,
  tutorial on HMMs for selected applications in speech recognition:
  http://citeseerx.ist.psu.edu/vie...
• Breiman, Random Forests:
  http://www.springerlink.com/cont...

Q&A

• What is the best way to learn statistics for psychology?
• What are some good resources to get started with Information Retrieval? Why?
• What are some good resources for learning about numerical analysis?
• How do I learn machine learning?
• What are some good resources for learning about signal estimation and detection?
• What are some good resources to learn about optimization?
• What is the difference between statistics and machine learning?
• What is a good statistics textbook for someone with a strong mathematics/physics background?
• What book on probability and statistics would be comparable in writing style and quality to Gilbert Strang's books on calculus and linear algebra?
• What are some good books/papers on generalized linear models?
• What are the standard texts on linear regression?
• What are some real-life applications of Bayesian Belief Networks?
• What is the difference between Bayesian and frequentist statisticians?
• What are essential references for R?
• What are some free, public data sets?
• Where can I find large datasets open to the public?
• http://www.quora.com/Statistics-mathematical-science/best_questions

People & Communities

• http://metaoptimize.com/qa/
• What are the best blogs about data?
• http://en.wikibooks.org/wiki/R_P...
• http://www.r-statistics.com/2011...

Other

• Google Refine: http://code.google.com/p/google-...
• Matlab Statistics Toolbox: http://www.mathworks.com/product...
• R: http://www.r-project.org/
• Statcodes: On-line statistical software for astronomy and related fields: http://www2.astro.psu.edu/statco... (thanks to Alex K. Chen for the link)
• Hastie & Tibshirani, State-of-the-Art Statistical Methods for Data Analysis seminar: http://www.stanford.edu/~hastie/... (next session: Harvard Conference Center, Boston - September 22 and 23, 2011)
• http://www.stat.columbia.edu/dir...
• http://norvig.com/chomsky.html
• Wes McKinney, A Roadmap for Rich Scientific Data Structures in Python: http://wesmckinney.com/blog/?p=77
• Why Biased Minds Make Better Inferences: http://library.mpib-berlin.mpg.d...
• A tutorial introduction to Bayesian models of cognitive development http://cocosci.berkeley.edu/tom/... (also see http://web.mit.edu/cocosci/josh.... )
• PECOTA: http://en.wikipedia.org/wiki/PECOTA

(This is a live list. Edits and additions welcome)

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