Please do not make statements like
"Recipes without real justification. Jaynes was such a relief after that. He just made sense, step after step."
I am not a "classical statistician", but Harald Cramer's 'http://www.amazon.com/Mathematical-Methods-Statistics-Harald-Cram%C3%A9r/dp/0691005478' is still incredibly relevant. He is also famous for relevant results in insurance mathematics and risk theory. It wouldn't be too much of a understatement to say he is the father of modern ruin theory. Something that should otherwise be relevant to all people who care about tail risk.
Do you mean classical, as in the classic frequency of Cramers? Cramers view is still essential. What about logical frequency views such as Kyburg's? Is that 'classical'? Is the difference between the logical approach of Jaynes and the Logical Frequentist approach of Kyburg's closer than Jaynes vs other Bayesians?
Jaynes is a top tier book, but it is false to say that it covers classical statistics better than Harald Cramer's.
I don't think buybuydandavis was saying that Jaynes covers classical statistics well, but that classical statistics isn't worth covering well and that Jaynes covers more useful things well.
Not too long ago, I asked LessWrong which math topics to learn. Eventually, I want to ask for what the prerequisites for each of those topics are and how I should go about learning them. This is a special case of that.
I'm rereading the sequences and Eliezer seems to love E.T. Jaynes. As part of my rationality self-study, I want to work my way through his Probability Theory: the Logic of Science. What math topics do I already need to understand to prepare myself for this? I learned calculus once upon a time, but not fantastically well, and I plan to start by reviewing that.
Also,
Despite Eliezer's praise of the "thousand-year-old vampire", it there a better book to learn probability theory?
Does anyone want to learn this (or the other math from my post above) with me? I'd love to have a partner or maybe even a work group. Location is no obstacle. [Two caveats: 1. I'm busy with stuff and may not be able to get into this for a few months 2. I hard, but I am incredibly slow at computation (such that on every math test I have ever taken, it took me at least 3 times as long as the second slowest person in the class to finish). You might find that I go to slow for you.]