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I have taken several stats classes and. Have seen many models in action like the normal, poisson, dirchet, etc. and seen several inference tests in action like chisq, ttest and anova. However I'm interested in the theory behind such distributions, and also in the method by which the lookup values for test statistics and p-values are calculated for given inference tests.

What type of book or math class do I need to take to learn this? Additionally, if anyone can recommend online courses or resources that deal with such topics I would be grateful.

user60462
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1 Answers1

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For more on the theory behind those distributions, I can certainly recommend Joseph Blitzstein's lectures. The lectures are from the statistics 110 course at Harvard university and he is a brilliant lecturer. He's also written a book on introduction to probability.

There's a very cool probability cheat sheet by William Chen here.

For details of p-values and inference tests, etc, there are lots of texts out there and there are also plenty of videos on youtube (search for mathematical/inferential statistics texts). I recommend you go through them in your own time. MIT lectures on youtube are also very helpful. You can check out coursera too.

John_dydx
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