We often tell people to read the Sequences, but perhaps some people are better suited to jumping right into A Technical Explanation. Rereading it for the first time in awhile I was surprised at how much ground it covers, and how dense it is compared to the sequences.
That said, in my experience dense material is harder to learn, even if clearly explained. Naturally and cleverly repetitive material is best suited for learning. So in conclusion, uh, I dunno.
Since my earlier reply, I read through the Technical Explanation, and I did find it a lot more helpful than the Intuitive Explanation. The latter did a good job of explaining the theorem, but the former more clearly enunciated why anyone but a statistician should care.
Also--following up on my previous comment--someone asked after the longer post describing my experience with the sequences and my suggestions for easier integration of newbies, so I pasted it over here for anyone interested. I recommend reading that in addition to the thread I already linked, not instead of; most of the thread took place after I wrote it.
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