OpenIntro Statistics

If you are just starting out in statistics and are curious about the R programming language, immediately get yourself a copy of OpenIntro Statistics. Unlike a lot of introductory textbooks, you won't be price gouged here. First off, the PDF version is free to download. If you'd like a physical copy, the team behind OpenIntro takes their principles of open and free education to a humorous level. As I understand it, they sell the book at cost and adjust the price to account for changes in those printing costs. Thus, you'll find the book for sale in peculiar amounts like $10.82. Right on!

OpenIntro begins from first principles. It teaches statistics from the very simplest concepts up to a thorough breath first search of the field. You'll learn some basic combinatorics, statistical distributions (like the bell curve), hypothesis testing (one of my favorite topics), and linear regression.

Having taught you linear regression, the text then introduces Logistic Regression - a tremendously useful cornerstone of machine learning. Logistic regression is a classification algorithm. In their examples, they study how data related to Nintendo's Mario Cart can be modeled. While that last comment might oversell this book's "personality", it's matter-of-fact explanations are able to deliver a good understanding of the relevant methods and concepts without an intimidating page count.

If you're new to statistics, or coming back after a bad experience, this is a great resource to get started.