Feb

28

at Iowa State UniversityHere are a few good statistics books that I have been using:
 

Sheshkin - Handbook of Parametric and Nonparametric Statistical Procedures

I have been using the 2nd and 3rd editions, although there is now a 4th edition out. Nice discussions and summaries with examples. Like a set of cookbook encyclopedia entries. Easy to use but not for a beginner (if you are, I echo Vic's recommendation to buy Snedecor - Statistical Methods, 8th ed).

Siegel - Nonparametric Statistics for the Behavioral Sciences, 2nd ed.(1988)

Very well written, with many clear examples and guidance on appropriate uses of various tests. A good book for a beginner. 2nd ed. is hard to find, and has lots of extras, but the the 1st edition (1956) is readily available for <$20 and considered a classic.

Conover - Practical Nonparametric Statistics, 3rd ed. Good and contains many tests. The prose is not as nice as Siegel but it has good examples so you can easily figure out what he is doing.

Martinez - Computational Statistics Handbook with Matlab, 2nd ed. Lots of good ideas and examples with code.

I am offering up nonparametric statistics books because I have been dealing with some ugly real life data and nonparametric methods can often handle that better. Real life data is often not normally distributed which is a requirement for many of the usual tests to work. The combination of nonparametric methods and simulations allowed by the power of modern computers is very, very handy for model building and answering hard questions like "did this really work or are we fooling ourselves?". Or worse questions like, "Here is the data. What happened?"


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