I am learning the book "Elements of Statistical Learning," but it is very hard because it requires very heavy knowledge about statistics, which I have some, but apparently not enough to understand the derivations in the book. For example, enter image description here

this is the derivation for the expected prediction error for the linear model Y=beta*X + epsilon. I don't understand it at all! This is very frustrating, and I would really loved to be able to understand this book. Can you tell me some resources using which I can beef up my foundations (whatever it may be) necessary in order to fully comprehend ESL?

  • $\begingroup$ I would recommend several MOOCs on edx, Coursera, or similar websites. $\endgroup$ – Joe_74 Mar 31 '16 at 20:49
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    $\begingroup$ Study probability (theory) and linear (matrix) algebra. $\endgroup$ – Mark L. Stone Mar 31 '16 at 21:14

The same authors have a more introductory book called Introduction to Statistical Learning. There is a free PDF version online http://www-bcf.usc.edu/~gareth/ISL/

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