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lukeprog 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: lukeprog 31 August 2012 01:03:17AM *  2 points [-]

On the basics of (normative) decision theory, I recommend Peterson's An Introduction to Decision Theory over Resnik's Choices: An Introduction to Decision Theory and Luce & Raiffa's Games and Decisions. Peterson's book has clearer explanations and is more up to date than these others. It's main failing is to ignore the work on decision theory in computer science and in Bayesian statistics, but the other two standard decision theory textbooks (Resnik; Luce & Raiffa) skip those subjects, too.

In statistical decision theory you've got Chernoff & Moses and Berger, but they're kinda out of date now and perhaps too difficult for the beginner.