A PERSONAL FIELD GUIDE · 2026

How I Learned Statistics

How I Learned Statistics

From randomness to making decisions under uncertainty.

From randomness to making decisions under uncertainty.

This is the path I use to learn statistics deeply: the books, courses, datasets, simulations, and projects that helped me move from formulas to actual statistical thinking.

This is not an exhaustive collection. It is a curated learning path: a small number of excellent resources, used in the right order, combined with projects.

Explore the path

Essential Path

Full Path

Randomness

Probability

Inference

Models

Causality

Decisions

01 / RANDOMNESS & INTUITION

Before formulas, learn to see randomness.

What does probability represent? Why do averages become stable? Why can random processes create surprisingly predictable behavior?

Seeing Theory website cover

Essential

Interactive

Beginner

Seeing Theory

Brown University

WHY I USED IT

Visual intuition before equations.

WHAT IT TAUGHT ME

Probability, distributions, inference, regression, sampling.

✓ Completed

Open resource

PROJECT — Randomness Playground · Before trusting probability mathematically, I wanted to see randomness behave.

02 / PROBABILITY

A language for uncertainty.

Statistics becomes much easier once probability stops feeling like a collection of tricks and starts feeling like a language for uncertainty.

P(A | B) = P(B | A) P(A) / P(B)

Harvard Stat 110 course cover

Essential

Course

Intermediate

Harvard Stat 110

Joe Blitzstein · Harvard University

WHY I USED IT

My main probability foundation; reasoning over memorization.

WHAT IT TAUGHT ME

Conditional probability, expectation, distributions, LLN, CLT, Markov chains.

✓ Completed

Open resource

MIT 18.05 course cover

Deep Dive

Course

Intermediate

MIT 18.05

MIT OpenCourseWare

WHY I USED IT

A second explanation with more exercises and traditional treatment.

WHAT IT TAUGHT ME

Probability and statistical inference.

◐ Learning

Open resource

PROJECT — Casino Simulator · Can a betting strategy beat a game with negative expected value?

03 / STATISTICS WITH DATA

Reason backward from observations.

Probability describes uncertainty. Statistics starts when I have observations and want to reason backward about the world that produced them.

Read concept

Run notebook

Change parameters

Reproduce

Apply elsewhere

“I do not want statistics to remain something I can recognize in a textbook. I want to be able to reproduce it from data.”

Think Stats book cover

Essential

Book + notebooks

Beginner–Intermediate

Think Stats

Allen B. Downey

WHY I USED IT

My practical introduction through datasets and computational experiments.

WHAT IT TAUGHT ME

EDA, distributions, estimation, testing, regression, time series.

✓ Completed

Open resource

OpenIntro Statistics book cover

Reference

Book

Beginner–Intermediate

OpenIntro Statistics

OpenIntro

WHY I USED IT

A check against the conventional statistics curriculum.

WHAT IT TAUGHT ME

Sampling, design, intervals, tests, regression.

◐ Learning

Open resource

Introduction to Modern Statistics book cover

Reference

Book

Intermediate

Introduction to Modern Statistics

OpenIntro

WHY I USED IT

A computational path through modern inference.

WHAT IT TAUGHT ME

Simulation, resampling, bootstrap, randomization.

○ Up next

Open resource

04 / STATISTICAL INFERENCE

What does the data actually allow me to conclude?

Observing data is easy. Deciding what counts as evidence is much harder.

Population →

Sample →

Estimate ± Uncertainty →

Evidence →

Decision

WHAT I LEARN HERE

  • Sampling distributions

  • Estimators

  • Bias and variance

  • Confidence intervals

  • Hypothesis testing

  • P-values

  • Statistical power

  • Type I / Type II errors

  • Bootstrap

  • Permutation tests

  • Multiple testing

STATISTICAL INFERENCE LAB

bootstrap a mean

construct confidence intervals

simulate p-values

investigate false positives

visualize statistical power

05 / STATISTICAL LEARNING

From “What can I infer?” to “What can I predict?”

1 — UNDERSTAND

What mathematical problem is the model solving?

What mathematical problem is the model solving?

2 — IMPLEMENT

Can I build a simplified version myself?

Can I build a simplified version myself?

3 — USE

Can I use the library correctly and understand its assumptions?

Can I use the library correctly and understand its assumptions?

“I don’t want model.fit(X, y) to be the beginning and end of my understanding.”

“I don’t want model.fit(X, y) to be the beginning and end of my understanding.”

An Introduction to Statistical Learning book cover

Essential

Book + Python labs

Intermediate

An Introduction to Statistical Learning

ISLP

WHY I USED IT

Where classical statistics connects naturally with machine learning.

WHAT IT TAUGHT ME

Regression, classification, resampling, regularization, trees, deep learning.

◐ Learning

Open resource

06 / BAYESIAN STATISTICS

Update belief as evidence arrives.

Frequentist statistics is not the only way to reason about uncertainty.

prior

× likelihood

→ posterior

Think Bayes book cover

Essential

Book + notebooks

Intermediate

Think Bayes

Allen B. Downey

WHY I USED IT

A computational and intuitive Bayesian introduction.

WHAT IT TAUGHT ME

Priors, likelihoods, posteriors, prediction, decisions.

◐ Learning

Open resource

Statistical Rethinking book cover

Deep Dive

Book + lectures

Advanced

Statistical Rethinking

Richard McElreath

WHY I USED IT

To think in generative models and explicit assumptions about reality.

WHAT IT TAUGHT ME

Generative modeling, inference, prediction, model criticism.

○ Up next

Open resource

07 / EXPERIMENTATION

When real decisions depend on the result.

A metric increased by 2%. Did the product actually improve, or did randomness fool me?

CONTROL

μ₀

TREATMENT

μ₁

Trustworthy Online Controlled Experiments book cover

Essential

Book

Intermediate

Trustworthy Online Controlled Experiments

Ron Kohavi · Diane Tang · Ya Xu

WHY I USED IT

Connects statistical theory to real technology experiments.

WHAT IT TAUGHT ME

A/B tests, metrics, power, validity, guardrails.

○ Up next

Open resource

08 / CAUSAL INFERENCE

What would happen if I changed the world?

CORRELATION

X ↔ Y

INTERVENTION

do(X) → Y

Essential

Book

Intermediate

The Effect

Nick Huntington-Klein

WHY I USED IT

A practical route into counterfactual reasoning.

WHAT IT TAUGHT ME

Confounding, DAGs, matching, IV, DiD, RDD.

○ Up next

Open resource

Deep Dive

Book

Intermediate–Advanced

Causal Inference: The Mixtape

Scott Cunningham

WHY I USED IT

Real research applications of causal methods.

WHAT IT TAUGHT ME

Applied causal inference strategies.

○ Up next

Open resource

09 / TIME SERIES

Time changes how data should be split, validated, and interpreted.

Forecasting: Principles and Practice book cover

Essential

Book

Intermediate

Forecasting: Principles and Practice

Rob J Hyndman · George Athanasopoulos

WHY I USED IT

My structured resource for forecasting and time-series reasoning.

WHAT IT TAUGHT ME

Trend, seasonality, autocorrelation, evaluation, ARIMA.

○ Up next

Open resource

10 / SIMULATION & REAL PROJECTS

Resources teach concepts. Projects reveal whether I understand them.

02 Probability

Casino Simulator

Can a betting strategy beat a game with negative expected value?

Expectation · Variance · Monte Carlo · Law of Large Numbers

05 Statistical Learning

Prediction Engine

Which model generalizes beyond the data it saw?

Regression · Classification · Cross-validation · Regularization

08 Causal Inference

Causal Detective

What would happen if I changed the world?

Confounding · DAGs · Counterfactuals · Observational studies

03 Statistics with Data

Biased Coin Detective

After 1,000 flips, how confident should I be that the coin is biased?

Sampling · Likelihood · Estimation · Confidence intervals

06 Bayesian Statistics

Bayesian Detective

How should evidence update what I believe?

Prior · Likelihood · Posterior · Sequential updating

09 Time Series

Forecasting Engine

How do I validate a prediction when time cannot be shuffled?

Trend · Seasonality · Autocorrelation · Rolling validation

04 Statistical Inference

Statistical Inference Lab

What does repeated sampling reveal about uncertainty?

Bootstrap · p-values · false positives · statistical power

07 Experimentation

A/B Testing Engine

Did the product improve, or did randomness fool me?

Power · Effect size · Confidence intervals · Sequential monitoring

10 Simulation & Projects

Backtest Truth Detector

I found a profitable strategy. How much should I believe the backtest?

Sharpe uncertainty · Bootstrap · Multiple testing · Selection bias · Overfitting · Non-stationarity

02 Probability

Casino Simulator

Can a betting strategy beat a game with negative expected value?

Expectation · Variance · Monte Carlo · Law of Large Numbers

03 Statistics with Data

Biased Coin Detective

After 1,000 flips, how confident should I be that the coin is biased?

Sampling · Likelihood · Estimation · Confidence intervals

04 Statistical Inference

Statistical Inference Lab

What does repeated sampling reveal about uncertainty?

Bootstrap · p-values · false positives · statistical power

05 Statistical Learning

Prediction Engine

Which model generalizes beyond the data it saw?

Regression · Classification · Cross-validation · Regularization

06 Bayesian Statistics

Bayesian Detective

How should evidence update what I believe?

Prior · Likelihood · Posterior · Sequential updating

07 Experimentation

A/B Testing Engine

Did the product improve, or did randomness fool me?

Power · Effect size · Confidence intervals · Sequential monitoring

08 Causal Inference

Causal Detective

What would happen if I changed the world?

Confounding · DAGs · Counterfactuals · Observational studies

09 Time Series

Forecasting Engine

How do I validate a prediction when time cannot be shuffled?

Trend · Seasonality · Autocorrelation · Rolling validation

10 Simulation & Projects

Backtest Truth Detector

I found a profitable strategy. How much should I believe the backtest?

Sharpe uncertainty · Bootstrap · Multiple testing · Selection bias · Overfitting · Non-stationarity

FIELD NOTES

Where I Find Real Problems

Statistics eventually stopped feeling like a collection of formulas.

Statistics eventually stopped feeling like a collection of formulas.

The goal is not to memorize statistical techniques. It is to develop a way of thinking about uncertain worlds.

What is random here?

What is random here?

What process could have generated these observations?

What process could have generated these observations?

What can actually be inferred?

What can actually be inferred?

What would happen if I intervened?

What would happen if I intervened?

understand → simulate → derive → implement → test → apply → question

This page evolves as I learn.