For anybody truly serious about this field, I recommend the below book. It has some poor reviews on Amazon, which I was shocked to see, but it is my favourite book and taught me the core of probability theory and statistics, in a way most books don’t. Your understanding of Machine Learning will be better than 90% of those out there, if you can get through the principles in this book.
I topped statistics at the most prestigious university in my country both at the undergrad and postgrad level, and had no problem discussing advanced concepts with Senior PHDs in Quantitative Fields, and I thank this book the most for beginning my journey on this. But, and this is important, make sure to do all the exercises!
Is it your favourite book because of how much your personal history is tied to it, and the time you deboted to it, or are you comparing it against other books based on an analytic review and comparison of several books that you did at some point?
Nothing wrong with the former case, I also have favourites that I recommend, but if it’s the latter the recommendation is more helpful; in that case it would be awesome to detail why this one over others.
This is a very good post and I agree with your comments.
The book for me was partly great because of its contents and partly because I worked through every problem and realized how much it taught me. I should do a more factual write up on why it’s a great book, I’ll try to when I get some time.
I topped statistics at the most prestigious university in my country both at the undergrad and postgrad level, and had no problem discussing advanced concepts with Senior PHDs in Quantitative Fields, and I thank this book the most for beginning my journey on this. But, and this is important, make sure to do all the exercises!
https://www.amazon.com/John-Freunds-Mathematical-Statistics-...