Keywords: probability, uncertainty, Sampling
Sampling is a mature branch of statistics. (This is not to say that research and innovation has stopped entirely.) There is one reference which stands out as the classic "must have" book. The author gained fame (such as it is) within the statistics community for his prediction that Truman would beat Dewey which was both contrarian and of course, correct. His book was originally published in 1965 and has remained in print in a well-deserved "Classics edition." The bulk of the content is geared to the practical application of statistics to sampling and surveying:
- Kish, Leslie (1965). Survey Sampling, Wiley, ISBN 0-471-48900-X
- Kish, Leslie (1995). Survey Sampling, Wiley Classics Library, ISBN 0-471-10949-5
Another book that stands out is from the biostatistician William G. Cochran. Cochran is known for "Cochran's theorem" which is the foundation for many statistical tests and for his work on design of experiments (he played a key role in testing the Salk polio vaccine). His book is more theoretically oriented than Kish's book and requires a more thorough background in statistics to understand and appreciate its content.
- Cochran, William G. (1977). Sampling techniques (3rd ed.). Wiley. ISBN 0-471-16240-X.
A very good and readable overview of sampling that is often cited by others is:
- Kalton, Graham. (1983). Introduction to Survey Sampling. SAGE Publications, Inc. ISBN 978-0803921269
A sampling and surveying overview that is very good is available as a report published by the United Nations Department of Economic and Social Affairs. Chapter 3 covers sampling strategies. At a few points I have found that some of the phrasing might be confusing or misleading. For example, the first sentence of paragraph 68 in chapter 3 reads: "With stratified sampling, the sample sizes within each stratum are controlled by the sampling technician rather than by random determination through the sampling process." which might lead some readers to think that stratified sampling is the same as quota sampling. This is cleared up later in the larger discussion of stratification. This document is available on-line. An earlier version (1995) is also available.
- United Nations. (2008). Designing Household Survey Samples: Practical Guidelines (Studies in Methods (Ser. F)). ISBN 978-9211614954.
Statistics is at its core a branch of philosophy or more specifically, epistemology. Statistics training creates a highly refined skepticism about what can be concluded from data. A wonderful and very popular introductory text that emphasizes judgment over calculations (even if a bit long winded) is:
- Freedman, David; Pisani, Robert; Purves, Roger. (2007). Statistics (4th ed.). New York: Norton. ISBN 0-393-92972-8.
There is a large gap between Freedman, et al. and Cochran. Mathematical statistics is covered by many books and branches into many areas. Long ago, I bought second-hand a book now out of print but a favorite of mine: B.W. Lindgren's Statistical Theory.
A stand-out book on statistical reasoning that has stirred not a little controversy is:
- Pearl, Judea. (2009) Causality. Models, Reasoning, and Inference. (2nd ed.) Cambridge University Press. 978-0521895606
Finally, I recommend an odd book which is a random walk through the history and significance of statistics by a noted biostatistician:
- Senn, Stephen. Dicing with Death. Chance, Risk and Health. (2003) Cambridge University Press.