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Statistics, probability and data

Books on statistics, probability, causal inference, econometrics, forecasting, machine learning and the display of data.

37 books on Statistics, probability and data, 3 of them tier 1, recommended by 30 people including Patrick Collison and Mohnish Pabrai.

37 books · 32 experts

Start here

  1. How to Lie with StatisticsDarrell Huff, 1954
  2. MoneyballMichael Lewis, 2003
  3. The Book of WhyJudea Pearl, Dana Mackenzie, 2018
  4. Probability, Random Variables and Stochastic ProcessesAthanasios Papoulis, S. Unnikrishna Pillai, 1965
  5. CausalityJudea Pearl, 2000

The best books on Statistics, probability and data 37

Michael Lewis · 2003
Mispriced player assets inside a payroll-constrained franchise.
“understanding how to buy undervalued players is very similar to buying undervalued stocks and so that's a really helpful book”Joel Greenblatt
Judea Pearl, Dana Mackenzie · 2018
Athanasios Papoulis, S. Unnikrishna Pillai · 1965
The standard engineering text on probability and stochastic processes
Recommended byNassim Nicholas Taleb
Judea Pearl · 2000
Joshua D. Angrist, Jorn-Steffen Pischke · 2009
Charles Wheelan · 2013
Recommended byKeith Rabois
James Franklin · 2001
How evidence and probability were reasoned about before formal statistics
Recommended byNassim Nicholas Taleb
Douglas W. Hubbard · 2007
Calibration and the value of information applied to intangibles.
Recommended byJulia GalefNick Ganju
David A. Freedman · 2009
Freedman on regression's assumptions and the causal claims it cannot support
Recommended byNassim Nicholas Taleb
Peter Kennedy · 1998
The plain-language companion to econometric method and its pitfalls
Recommended byNassim Nicholas Taleb
David G. Stork, Richard O. Duda, Peter E. Hart · 2001
Recommended byEric Weinstein
James H. Stock, Mark W. Watson · 2006
Recommended byEric Weinstein
Ben Reiter · 2018
Recommended byNick Crocker

Experts 32

The people who wrote this page's books, and the people who recommend them.

Authors 2

EO
Edward O. Thorpwrote 1 book here
Michael Lewiswrote 1 book here

Recommenders 30

Patrick Collisonrecommends 12 books here
MP
Mohnish Pabrairecommends 5 books here
Bret Victorrecommends 5 books hereNassim Nicholas Talebrecommends 4 books hereBill Gatesrecommends 4 books hereJeff Atwoodrecommends 4 books hereEric Weinsteinrecommends 3 books hereKeith Raboisrecommends 3 books hereDaniel Kahnemanrecommends 1 book here
JG
Joel Greenblattrecommends 1 book here
MM
Michael Mauboussinrecommends 1 book here
JZ
Jason Zweigrecommends 1 book here
Show all 30
See all 32 in the Experts tab →

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