I want a textbook on Probability, Statistics, Regression Analysis and Stochastic Processes for beginners with only basic knowledge of Probability and Statistics.

The topics I want to cover include: Statistical description of data, data-fitting methods, regression analysis, analysis of variance, goodness of fit. Probability and random processes, discrete and continuous distributions, Central Limit Theorem, measure of randomness, Monte Carlo methods. Stochastic Processes and Markov Chains, Time Series Models.

Please help me find the required textbook


1 Answer 1


Using videos

  • Khan Academy (statistics and probability) : These videos explain all the basic statistics, distributions, probability, CLT, ANOVA, Goodness of Fit.


  • The Statistical Sleuth - Ramsey and Schafer

  • Applied Linear Regression - S Weisberg

    The above books are common texts used in graduate level mathematics/statistics. The authors explain the concepts by using examples and they are my go to books. I have used these books during my graduate school.

For Advanced Topics

For advanced topics of Markov Chain, MCMC, Time series modelling, I recommend picking up any textbook which deals with NLP (natural language processing) and read their first few chapters.

  • $\begingroup$ you may also want to check the Open Textbook Library it does have many books of statistics, by example the book Applied Probability contains some of topics you mentioned. $\endgroup$
    – carlos
    Jan 2, 2018 at 3:02

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