Draft of 2005.09.23 ☛ 2015.06.30 ☛ 2016.07.17
So now four people, all I think rather smarter than I am, have asked me what statistics books to read.
I think these folks are projecting something more than is warranted onto my recent point touching on statistics: They seem to think I know better! Haha! Alas, I am as dumb as a sack of wet hammers when it comes to modern statistics, having been crippled in my youth with an incident involving DEC PDP teletypes and Minitab (yes, I am that old.) I am still wrestling with the effects of second-hand two-tailed p-value abuse, and though I retain substantial use of my elementary probability theory, I have a seriously diminished capacity to fathom any statistical process involving greek symbols or vertical lines (|).
My one scant advantage is that I recognize that I have a problem. And that I like pretty graphs with lots of squiggly lines and colors, which apparently abound in machine learning texts and papers, and always seem to me to be fraught with powerful and convincing implications about both the model and the explanatory acumen of the authors. [Wait; is that last one an advantage?]
Ah, but lacking a blue handicapped hang-tag for my desk. I have, in fact, paid good money to the esteemed Dr. Shalizi to tell me important statistical stuff [he advised me on a consulting gig]. Perhaps if we all ask him pointedly, he can suggest a reasonable course of action?