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pragmatist 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?
As a first step, I suggest Dennis Lindley's Understanding Uncertainty. It's written for the layperson, so there's not much in the way of mathematical detail, but it is very good for clarifying the basic concepts, and covers some surprisingly sophisticated topics.
ETA: Ah, I didn't notice that Benito had already recommended this book. Well, consider this a second opinion then.