Re: Seeking advice on relevant selecting document

[Jason Stover]

On Sun, Apr 26, 2009 at 07:56:00AM +0800, Stephen Liu wrote:
> I came across PSPP, R, Octave, etc. several years ago.  But I didn't
> have time trying them.  Just installed PSPP on a Virtual machine.  It
> is now working.  The tests on it attract my interest.  I'm now prepared
> learning some basic Statistics which allow me using them on Statistical
> Computing.  If finding them NOT too difficult to learn I'll continue
> further on more advanced level.  I'm NOT prepared finding a collection
> of data running tests on PSPP.
> 
> The googling result shocked me.  There are tons of documents on
> statistics.  I hesitate to know where shall I start?  Can you help? 
> TIA

There is so much, it's hard to know where to start, so I'll mention some
of my favorite references. Which suits you depends on what you will need
to do and your own mathematical background.

If you want an introduction to Statistics that doesn't require much math,
but still covers topics in a deep way and is a pleasure to read:

"Statistics", 3rd Edition , Friedman, Pisani, Purves

David Moore's "The Basic Practice of Statistics" has a bit more math. It's
also organized in a way to teach the more commonly-used analyses earlier
in the text than other introductory books.

If you want an applied book that is something like an encyclopedia
of techniques, with plenty of formulas but little derivation:

"Applied Linear Statistical Models" by Neter, Wasserman and Kutner.

That explains the usual linear methods.

If you want a book on statistical theory, with lots of the mathematical
background, but no measure theory: 

"Statistical Inference" by Casella and Berger.

If you have had a course that covered measure theory, and want to see
a lot of general derivations:

"Testing Statistical Hypotheses" and "Theory of Point Estimation" by Lehmann.

As text that covers mathematical statistics with less math and more
modern examples with simulations, see Rice's book, "Mathematical
Statistics and Data Analysis".

If you are interested in statistical computing, "Elements of
Statistical Computing" is a good place to start.

If you need to know about methods in data mining, "Elements of
Statistical Learning" by Hastie, Tibshirani and Friedman is a good
reference.