Introduction

I have always been interested in how well we know what we say we know, how we acquire data about things we want to know, and how we react to and use this data. I was surprised when I first realized that many people are not only uninterested in these issues, but are actually averse to learning about them. I have since realized that we seem to be genetically programmed on the one hand to intelligently learn how to acquire data and use it to our advantage while on the other hand to stubbornly refuse to believe what some simple calculations and/or observations tell us.

My first conclusion is supported by humanity's march through history, learning about agriculture and all the various forms of engineering and biology and using this knowledge to make life better and easier. My latter conclusion comes from seeing people sitting on stools in front of slot machines at gambling casinos, many of whom are there that day because the astrology page in the newspaper told them that this was “their day.”

This book is mostly about probability, with just a few chapters dedicated to an introduction to the vast field of statistical inference.

Many excellent books on probability and statistics are available today. These books fall into two general categories. One category is textbooks. Textbooks are heavily mathematical with derivations, proofs and problem sets, and an agenda to get you through a term's course work. This is just what you need if you are taking a course.

The other category ...

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