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Manfred comments on Open thread, January 25- February 1 - Less Wrong Discussion
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Repeating my post from the last open thread, for better visibility:
I want to study probability and statistics in a deeper way than the Probability and Statistics course I had to take in the university. The problem is, my mathematical education isn't very good (on the level of Calculus 101). I'm not afraid of math, but so far all the books I could find are either about pure application, with barely any explanations, or they start with a lot of assumptions about my knowledge and introduce reams of unfamiliar notation.
I want a deeper understanding of the basic concepts. Like, mean is an indicator of the central tendency of a sample. Intuitively, it makes sense. But why this particular formula of sum/n? You can apply all kinds of mathematical stuff to the sample. And it's even worse with variance...
Any ideas how to proceed?
Here, have a book!
http://www-biba.inrialpes.fr/Jaynes/prob.html
Actually, I started reading that one and found it too hard.
IS this a good book to start with? I know it's the standard "Bayes" intro around here, but is it good for someone with, let's say, zero formal probability/statistics training?
I was under the impression that the "this is definitely not a book for beginners" was the standard consensus here: I seem to recall seeing some heavily-upvoted comments saying that you should be approximately at the level of a math/stats graduate student before reading it. I couldn't find them with a quick search, but here's one comment that explicitly recommends another book over it.
I think it's even better if you're not familiar with frequentist statistics because you won't have to unlearn it first, but I know many people here disagree.
I suppose it's better that to never have suffered through frequentist statistics first, but I think you appreciate the right way a lot more after you've had to suffer through the wrong way for a while.
Well, Jaynes does point out how bad frequentism is as often as he can get away with. I guess the main thing you're missing out if you weren't previously familiar with it is knowing whether he's attacking a strawman.
I agree, that's why I'm glad I learned Bayes first. Makes you appreciate the good stuff more.
Did you misread the comment you're replying to, are you sarcastic, or am I missing something?