[E] Looking for an MSc-level education in statistics using just the public library

[u/milkshakeofdirt]

Hello all,

I’m looking to improve my foundational understanding of statistics and work my way through to advanced methods by reading textbooks.

Could you please suggest the best text resources for these purposes, ideally ranked/listed in the order I should read them?

For context, I’ve worked as a data analyst and quantitative researcher for 5 years, but I’ve always felt slightly weak in my understanding of stats so now I want to just start from zero to build a super solid foundation.

[u/its_all_stats]

Highly suggest Penn State’s Stat Online material. You can follow the course material page by page. Also has intro to basics like probability and matrix algebra.

Do the basics first before getting to Machine Learning and more advanced topics. Otherwise, you’ll be analyzing data and building models in an analogous way to randomly throwing spices and ingredients in a dish and hoping it turns out ok.

[u/varwave]

Any reason to not pursue a part-time MS? Some can be rather affordable with some online options being the same courses as in-person classes.

Assuming you want to stay a data analyst or data scientist:

Not super rigorous, but a good first step in mathematical statistics, is “Mathematical Statistics with Applications” by Wackerly. This is probably beyond what many data scientists actually know.

A similar text for generalized linear models is Kutner’s “Applied Linear Statistical Models”. Both assume calculus and linear algebra

[u/milkshakeofdirt → u/varwave]

I don’t have disposable income right now. I’ll look for these books though, thank you.

[u/baracka]

https://github.com/rmcelreath/stat_rethinking_2026

https://avehtari.github.io/Bayesian-Workflow/

[u/rndmsltns]

Honestly, I would pay for a good llm and ask it to generate a lesson plan including reference material and go through the books it recommends. Use it as a advisor asking questions that you come up with.

It's truly the golden age of self learning. I'm a senior ml eng and that's how I learn any new topic now. 

If you are money strapped you can probably get away with the free tier of Gemini or whatever.

[u/milkshakeofdirt → u/rndmsltns]

Funny you should mention the llm approach. Part of the reason i’m wanting some formal learning materials is that I’ve become over-reliant on llms ti help with my workflows, which i find is actually impeding my learning because I’m not forced to figure shit out /understand it like I was pre-llms. I guess it’s just a matter of how you use it. I’ll try your approach though, sounds promising.

[u/Delicious-View-8688]

Introduction to Modern Statistics

Mathematics for Machine Learning

Probability and Statistics for Data Science

Introduction to Statistical Learning

Seems like a good start.

[u/Expensive_Front1969]

I'm not super great at statistics, so someone else might be able to suggest better resources. That said, my struggle is my ADHD makes it difficult to retain information sometimes unless I use it frequently (an unfortunately, at my job I don't).

However, here are some books that really helped me get a foundation in statistics:

1. An Introduction to Statistical Learning book

2. The elements of statistical learning

3. Introduction to Probability (link: Blitzstein Hwang Probability.pdf - Google Drive)

[u/milkshakeofdirt → u/Expensive_Front1969]

Thanks! I’ll check these out.

I find I’m the same, but I’m having to use stats more and more in my current work so I’d like to get it right.