I am often asked to recommend a “good statistics text,” which is as difficult as recommending a good engineering text, and for the same reason. Both disciplines are rich, broad and complex. Perhaps parts of them might be summarized in a single volume, but individual topics require dedicated study. Here are a few books that I refer to often.
- Agresti, Alan, Categorical Data Analysis, 2nd ed., Wiley, 2002
- Box, George E. P., William G. Hunter, and J. Stewart Hunter, Statistics for Experimenters, Wiley, 1978
- Casella, George and Roger L. Berger, Statistical Inference, Duxbury Press, 2001
- Chatfield, C., The Analysis of Time Series, 4th ed., Chapman & Hall, 1989
- Cressie, Noel A. C., Statistics for Spatial Data, Wiley, 1993
- Fisher, Ronald A., Statistical Methods for Research Workers. (First published in 1925; 14th edition was ready for publication in 1962, when Fisher died, and was published in 1990, by the Oxford University Press, along with Experimental Design and Scientific Inference, with corrections to the 1991 edition, in 1993.)
- Efron, Bradley and Robert J. Tibshirani, An Introduction to the Bootstrap, Chapman and Hall, 1993
- Gelman, Andrew, John B. Carlin, Hal S. Stern, Donald B. Rubin, Bayesian Data Analysis, 2nd ed., Chapman & Hall/CRC, 2003
- Johnson, Richard A. and Dean W. Wichern, Applied Multivariate Statistical Analysis, 5th ed., Prentice Hall, 2002
- Kutner, Michael, and Christopher J. Nachtsheim, John Neter, William Li, Applied Linear Statistical Models, 5th ed., McGraw-Hill/Irwin, 2005
- Lawless, Jerald F., Statistical Models and Methods for Lifetime Data, Wiley, 1982
- McCullagh, P. and J.A. Nelder, Generalized Linear Models, Chapman & Hall, 2nd ed., 1989
- Meeker and Escobar, Statistical Methods for Reliability Data, Wiley, 1998
- Robert, Christian P. and George Casella, Monte Carlo Statistical Methods, Springer, 1999
- Venables and Ripley, Modern Applied Statistics with S, 4th ed., Springer 2002
Here are two more. Statistics History. This is fascinating stuff. Really!
- Joan Fisher Box, R.A. Fisher: The Life of a Scientist, Wiley, 1978. Biography by Fisher’s daughter. I fear this dellightful book is out of print and only available from re-sellers at prohibitive prices. Pity. Every practitioner would benefit from reading this book.
- Stephen M. Stigler, The History of Statistics: The Measurement of Uncertainty before 1900. Another wonderful book by a wonderful and lucid writer. Stigler, Distinguished Service Professor, Department of Statistics, University of Chicago, was Alan Agresti’s thesis adviser.