Understanding Uncertainty, by Dennis V. Lindley.
It's a friendly and practical introduction to the bare minimum the author thinks everybody should understand of probability and decision theory as they pertain to uncertainty and reasoning under uncertainty.
This has been discussed in passing several times, but I thought it might be worthwhile to collect a list of recommended reading for new members and/or aspiring rationalists. There's probably going to be plenty of overlap with the SingInst reading list, but I think the purposes of the two are sufficiently distinct that a separate list is appropriate.
Some requests:
Happy posting!
PS - Is there a "New Readers Start Here" page, or something similar (aside from "About")? I seem to remember someone talking about one, but I can't find it.
1"Everything Eliezer has ever written (since 2001)... twice!" while likely a highly beneficial suggestion for every single human being in existence, is not an acceptable entry. A Technical Explanation of Technical Explanation is fine. If you're not sure whether to classify something as "an essay" or "a blog post", there is a little-known trick to distinguish the two: essays contain small nuggets of vanadium ore, and blog posts contain shreds of palladium. Alternatively, just use your best judgement.