I’ve been reading Efron & Hastie’s Computer Age Statistical Inference (CASI) in my downtime. Actually, I’m doing better than reading. I don’t know why I didn’t think of this earlier - the best way to truly understand the material is to have your favourite statistical package open and actually play around with the examples as you go.
I thought of this as I was reading Chapter 9. Here is the notebook for it. If you have the book (it’s free so go get it), the notebook if pretty self-explanatory and doesn’t need a full on blog post.
I’ll post other chapters in the future and at some stage go back and do chapters 1-8.