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jsalvatier comments on The Best Textbooks on Every Subject - Less Wrong

167 Post author: lukeprog 16 January 2011 08:30AM

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Comment author: jsalvatier 20 September 2011 04:13:32PM *  8 points [-]

Brandon Reinhart used both Sivia's book and Bolstad's book and found (3rd message) Bolstad's book better for those with no stats experience:

For statistics, I recommend An Introduction to Bayesian Statistics by William Bolstad. This is superior to the "Data Analysis" book if you're learning stats from scratch. Both "Data Analysis" and "Bayesian Data Analysis" assume a certain base level of familiarity with the material. The Bolstad book will bootstrap you from almost no familiarity with stats through fairly clear explanations and good supporting exercises.

Nonetheless, it's something you should do with other people. You may not notice what you aren't completely comprehending otherwise. Do the exercises!

Based on these comments, I think I was underestimating inferential distance, and I now change my recommendation. You should read Bolstad's book first (skipping the parts comparing bayesian and frequentist methods unless that's important to you) and then read Sivia's book. If you have experience with statistics you may start with Sivia's book.