Statistical Inference Computer Age

My favorite book on statistics is Computer Age Statistical Inference by Efron and Hastie. There is a saying that biology makes sense in the light of evolution, I would add that statistics makes sense in the light of history. Yet today, statistics often feels unstructured in the classroom, disconnected from the ideas that shaped it. In my undergrad I took a pure math course on statistics following Casella and Berger, but it still did not equip me well enough to do statistical analysis in modern science.This book is a perfect entry point for navigating the different flavors of statistics — frequentist, Fisherian, and Bayesian which remain connected and overlapping despite their differences. It genuinely imparts the overall structure of statistics along with many caveats necessary for practicing modern statistics.The one caveat about the book itself is that it is deliberately concise — every sentence earns its place. You may want a larger reference text nearby to work through the theorems in depth. But that conciseness is also a strength: few books give you this much clarity about where statistics comes from and where it is going. I have read this book multiple times and I think there is still a lot to learn from it yet. So, it will always be in reading phase for me.