In his paper "Mindless statistics", G. Gigerenzer unfavourably cites several statistics books.

One of the things prof. Gigerenzer mentions is the fact that the books do not mention various approaches to statistics in their historical and other context.

So my question is: If you don't know statistics and what to learn it "from the beginning" -- how do you select one?

p.s. if you have book suggestions, please share them with me.

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    $\begingroup$ Step 1: You don't select only one. Read more than one book. Indeed, read books that take quite different approaches, if you can. $\endgroup$ – Glen_b Sep 18 '14 at 0:20
  • $\begingroup$ If you don't have math/statistics background then I would recommend reading textbooks written by non statisticians. I have a strong need for sleep whenever I read any book written by statistician. You could try statistics for social science, statistics for medicine, statistics for engineers etc., if you want application oriented books. I'm an engineer by training so my opinion may be biased. $\endgroup$ – forecaster Sep 18 '14 at 4:10

If you want to learn "from the beginning", I think it depends on what kind of mathematical background you are starting with. If you don't have much background at all, it is recommended that you first start with probability and then move on to statistics.

There are plenty of books out there, and in my opinion the safest choices are in the classical imprints (Wiley Stats, Duxbury Press, Dover) where any edition will do since the material is not "new". I have found/liked "Mathematical Statistics with Applications" by Wackerly, Mendenhall and Shaeffer from Duxbury Press because it has a lot of examples and exercises. If you're looking for something cheaper, any probability book in the Dover Press is good, as I think they only print classics.

If you're looking for discussions about various approaches in their historical (other context), you need to consult a history of statistics book because that is where such matters are explained (not in introductory material). Moreover you need to master the basics of frequentist parametric statistics before being able to meaningfully evaluate which approach is the right one for your particular problem.

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    $\begingroup$ I'd disagree mildly here. With a weak mathematical background, start with books that emphasise data analysis and move on to modelling. There is a logic here in that probability does underlie statistics, but recommending that you first study probability is like recommending that you learn to grow food before you learn how to cook. The newest introductory texts can be unreadable unless you have the mindset of a 19-year-old U.S. student, but Freedman, Pisani, Purves "Statistics" from W.W. Norton explains fundamentals simply and intelligently and with some historical perspective. $\endgroup$ – Nick Cox Sep 18 '14 at 10:53

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