Why am I passionate about this?

When people ask me why I became a statistician, and what its attraction is, I simply tell them that, using statistics, I have been on voyages of discovery and travelled to worlds they didn’t know existed. Using data and statistical methods instead of light and optics, I have seen things others could not imagine. Like an explorer of old, I have joined adventures peeling back the mysteries of the world around us. In my books on statistics, data science, data mining, and artificial intelligence, I have tried to convey some of this excitement, and to show the reader how they too can take part in this wonderful modern adventure.


I wrote

The Improbability Principle: Why Coincidences, Miracles, and Rare Events Happen Every Day

By David J. Hand,

Book cover of The Improbability Principle: Why Coincidences, Miracles, and Rare Events Happen Every Day

What is my book about?

Coincidences happen, incredibly unlikely things occur, and the apparently miraculous comes about. The improbability principle says that extraordinarily improbable events…

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The books I picked & why

Book cover of Principles of Statistical Inference

David J. Hand Why did I love this book?

This is a deep and beautifully elegant overview of the ideas underlying statistical inference. It is the finest concise outline I know of the foundations, dealing with the key concepts and ideas in an accessible way. Written by one of the leading creators of modern statistics, without unnecessary mathematics or superfluous detail it includes a balanced description of the fundamentals of distinct schools of thought, such as Bayesian and frequentist schools. The book did not exist when I started learning statistics, but I am certain I would have understood the discipline’s subtleties much sooner if it had.

By D.R. Cox,

Why should I read it?

1 author picked Principles of Statistical Inference as one of their favorite books, and they share why you should read it.

What is this book about?

In this definitive book, D. R. Cox gives a comprehensive and balanced appraisal of statistical inference. He develops the key concepts, describing and comparing the main ideas and controversies over foundational issues that have been keenly argued for more than two-hundred years. Continuing a sixty-year career of major contributions to statistical thought, no one is better placed to give this much-needed account of the field. An appendix gives a more personal assessment of the merits of different ideas. The content ranges from the traditional to the contemporary. While specific applications are not treated, the book is strongly motivated by applications…


Book cover of Computer Age Statistical Inference, Algorithms, Evidence, and Data Science

David J. Hand Why did I love this book?

If you want to find out how to make discoveries using modern data science tools, this is the book to read. My career has been based on developing and applying statistical tools. The infrastructure underlying these tools is the computer – the computer and I grew up in parallel. And it is no exaggeration to say that the computer has revolutionised the practice of statistical analysis, replacing the tedium of manual arithmetic with powerful instruments for probing and examining data sets.

On the one hand, computers allow us to store and manipulate vast data sets, while on the other hand, they have opened up entirely new vistas, allowing us to apply tools that would have been impossibly time-consuming for previous generations to use. In this way, we can probe the world in completely novel ways, and this underpins the data science, machine learning, and artificial revolution we are now witnessing.

This book describes those tools, where they come from, and how they shed insight into the world about us. It puts them in a historical context and illustrates important modern applications. It is also one of the most beautifully produced books in my library.

By Bradley Efron, Trevor Hastie,

Why should I read it?

2 authors picked Computer Age Statistical Inference, Algorithms, Evidence, and Data Science as one of their favorite books, and they share why you should read it.

What is this book about?

The twenty-first century has seen a breathtaking expansion of statistical methodology, both in scope and influence. 'Data science' and 'machine learning' have become familiar terms in the news, as statistical methods are brought to bear upon the enormous data sets of modern science and commerce. How did we get here? And where are we going? How does it all fit together? Now in paperback and fortified with exercises, this book delivers a concentrated course in modern statistical thinking. Beginning with classical inferential theories - Bayesian, frequentist, Fisherian - individual chapters take up a series of influential topics: survival analysis, logistic…


Book cover of The Elements of Statistical Learning: Data Mining, Inference, and Prediction

David J. Hand Why did I love this book?

I’ve written 31 books on statistics, machine learning, AI, and related areas. But I wish I’d written this one. It’s a superb outline of modern statistical learning theory, encompassing cutting-edge statistical and machine learning methods. I have found it immensely valuable as a source of clear descriptions of the range of modern tools, including methods such as neural networks, ensemble methods, support vector machines, and putting them into context. Liberally illustrated with examples, it enables the reader to see how and why the methods work, and what sort of questions can be answered by the different methods. 

By Trevor Hastie, Robert Tibshirani, Jerome Friedman

Why should I read it?

2 authors picked The Elements of Statistical Learning as one of their favorite books, and they share why you should read it.

What is this book about?

This book describes the important ideas in a variety of fields such as medicine, biology, finance, and marketing in a common conceptual framework. While the approach is statistical, the emphasis is on concepts rather than mathematics. Many examples are given, with a liberal use of colour graphics. It is a valuable resource for statisticians and anyone interested in data mining in science or industry. The book's coverage is broad, from supervised learning (prediction) to unsupervised learning. The many topics include neural networks, support vector machines, classification trees and boosting---the first comprehensive treatment of this topic in any book.

This major…


Book cover of An Introduction to Probability Theory and Its Applications, Vol. 1

David J. Hand Why did I love this book?

This is my go-to book for when I need to find proofs or examples of the theory or applications of probability. It’s an old book now, but it remains unsurpassed as an outline of the foundations of classical probability theory. The preface to the second edition says “in addition to an unexpected number of users, the book seems to have found friends who read it merely for fun; it is most heartening that they range from pure mathematicians to pure amateurs”. And that must surely be exactly right: I find myself re-reading it because of the insights and perspectives it sheds. 

By William Feller,

Why should I read it?

1 author picked An Introduction to Probability Theory and Its Applications, Vol. 1 as one of their favorite books, and they share why you should read it.

What is this book about?

A complete guide to the theory and practical applications of probability theory

An Introduction to Probability Theory and Its Applications uniquely blends a comprehensive overview of probability theory with the real-world application of that theory. Beginning with the background and very nature of probability theory, the book then proceeds through sample spaces, combinatorial analysis, fluctuations in coin tossing and random walks, the combination of events, types of distributions, Markov chains, stochastic processes, and more. The book's comprehensive approach provides a complete view of theory along with enlightening examples along the way.


Book cover of Kendall's Advanced Theory of Statistics, Distribution Theory

David J. Hand Why did I love this book?

This is a wonderful book because it says it all. Of course, that’s an exaggeration because no book could possibly encompass the vast breadth of modern statistics, but anyone who read through this multi-volume work would have an enviable knowledge of the discipline. It’s an unsurpassed general source of information about the foundational concepts and tools of statistics, and a reference source I regularly turn to when I need to remind myself of the theory underlying a concept or method.

Explore my book 😀

The Improbability Principle: Why Coincidences, Miracles, and Rare Events Happen Every Day

By David J. Hand,

Book cover of The Improbability Principle: Why Coincidences, Miracles, and Rare Events Happen Every Day

What is my book about?

Coincidences happen, incredibly unlikely things occur, and the apparently miraculous comes about. The improbability principle says that extraordinarily improbable events are commonplace. It shows that this is not a contradiction, but that we should expect identical lottery numbers to come up, lightning to strike twice, to meet strangers with your name, financial crashes to occur, and ESP experiments to produce positive results.

The book shows how all of these, and more, are straightforward consequences of the five solid mathematical laws constituting the improbability principle: the law of inevitability, the law of truly large numbers, the law of selection, the law of the probability lever, and the law of near enough.

Book cover of Principles of Statistical Inference
Book cover of Computer Age Statistical Inference, Algorithms, Evidence, and Data Science
Book cover of The Elements of Statistical Learning: Data Mining, Inference, and Prediction

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What Walks This Way: Discovering the Wildlife Around Us Through Their Tracks and Signs

By Sharman Apt Russell,

Book cover of What Walks This Way: Discovering the Wildlife Around Us Through Their Tracks and Signs

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Why am I passionate about this?

Author Explorer Runner Mother

Sharman's 3 favorite reads in 2024

What is my book about?

Nature writer Sharman Apt Russell tells stories of her experiences tracking wildlife—mostly mammals, from mountain lions to pocket mice—near her home in New Mexico, with lessons that hold true across North America. She guides readers through the basics of identifying tracks and signs, revealing a landscape filled with the marks left by browsing deer, predatory weasels, and inquisitive bears, skunks, and raccoons. Master tracker Kim A Cabrera provides photos and illustrations.

Winner of the prestigious John Burroughs Medal, Russell also writes about community, a sense of place, and a renewed connection with the nonhuman world. She explores the health of…

What Walks This Way: Discovering the Wildlife Around Us Through Their Tracks and Signs

By Sharman Apt Russell,

What is this book about?

Did a red fox pass this way? Could that be a bobcat print there in the dirt? Do those tracks belong to a domestic dog or a coyote? Combining lyrical memoir with an introduction to wildlife tracking, What Walks This Way explores the joys of learning to recognize the traces of the creatures with whom we share our world.

The nature writer Sharman Apt Russell tells stories of her experiences tracking wildlife-mostly mammals, from mountain lions to pocket mice-near her home in New Mexico, with lessons that hold true across North America. With wit and compassion, she guides readers through…


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