**Probability and Statistics:**

Well, being a well educated mathematician, you should have basic knowledge of statistics. Things to learn: basic probability theory (independent events, conditional probability, Bayes' Theorem), random variables (r.v.), expectation, convergence of r.v., maximum likelihood estimator, basic hypothesis testing, p-values are the basic. If you want to go a bit further, check out linear regression, linear model, residual, categorical predictors, logistic regression, ANOVA (analysis of variance) etc.

Probability:

- Bass R.F. Undergraduate Probability [.pdf] (FREE!)
- Bertsekas D.P. and Tsitsiklis J.N.
*Introduction to Probability*- Leave chapter 5 and 6 to next stage. Solution here [.pdf]. - Boik R. J. Probability [.pdf] (FREE!)
- Gnedenko B.V.
*The Theory of Probability*- First six chapters. - Grinstead C.M. and Snell J.L.'s
*Introduction to Probability*(FREE!) - Read first ten chapters. - Lebanon G. Tutorial Notes (FREE!) - Read P1 - P14.
- Lipschutz S. and Lipson M.
*Schaum's Outline of Probability*- Read chapter 1-6. - Mosteller F.
*Fifty Challenging Problems in Probability with Solutions*- Later stages topics included. - Ross S.
*A First Course in Probability*- First eight chapters. - Santos D. Probability Lecture Notes [.pdf] (FREE!)
- Stirzaker D.
*Elementary Probability*- Leave the last chapter.

Statistics:

- Abebe A., Daniels J., McKean J.W. and Kapenga J.A.
*Statistics and Data Analysis*(FREE!) - Berry D.A.
*Statistics: A Bayesian Perspective* - Boik R. J. Elementary Statistics (FREE!)
- Boik R. J. Statistics [.pdf] (FREE!)
- Bulmer M.G.
*Principles of Statistics* - DeCoster J. Introductory Statistics Notes [.pdf] (FREE!)
- Dekking F.M., Kraaikamp C., Lopuhaä H.P. and Meester L.E.
*A Modern Introduction to Probability and Statistics: Understanding Why and How* - El-Taha M. MBA604 Introduction Pobabiltity and Statistics Lecture Notes [.pdf] (FREE!)
- Gerstman B.B. StatPrimer (FREE!)
- Hodges J.L. and Lehmann E.L.
*Basic Concepts of Probability and Statistics*- Non-calculus based text by two renowned statisticians. - Lane D., Lu J., Peres C. and Zitek E. Online Statistics: An Interactive Multimedia Course of Study (FREE!)
- Larsen R.J. and Marx M.L.
*An Introduction to Mathematical Statistics and Its Applications* - Lavine M.L.
*Introduction to Statistical Thought*(FREE!) - McFadden D. Statistical Tools for Economists (FREE!)
- Ross S.M.
*Introduction to Probability and Statistics for Engineers and Scientists* - Simon J.L. Resampling: The New Statistics (FREE!)
- Spiegel M.R.
*Schaum's Outline of Statistics*- As a reference. Chapters up to 12 are core, interested reader may read up to chapter 16 at this stage. - Stockburger D.W. Introductory Statistics: Concepts, Models, and Applications (FREE!)
- Utts J.M.
*Seeing Through Statistics* - 山东大学数学学院：概率论与数理统计 [.rar] (FREE!)

Second course in Statistics:

- Janke S.J. and Tinsley F.
*Introduction to Linear Models and Statistical Inference*- Examples illustrated with Minitab. - Myers R.H.
*Classical and Modern Regression with Applications* - Miller J. and Haden P.
*Statistical Analysis with the General Linear Model*(FREE!) - Taylor J. Introduction to Applied Statistics (FREE!)
- Taylor J. Introduction to Regression Models and Analysis of Variance (FREE!)

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