If you're of the mathematical school that thinks the best way to learn any math field is to walk through the history of how we got here, then I'd recommend the recent book "The Lady Tasting Tea". It traces through the history of the great mathematical minds who created the field of statistics, explains the problems they were solving, how and why they were able to solve them, and how future problems and solutions built up over time into the field of statistics.
It is an academic book, and is more of a history book that explains the math, rather than a math text book; which is why I found it note worthy. It's also worth reading solely for the detailed citations, from which you could completely learn the core of the field by "studying the master's" original papers.
It is an academic book, and is more of a history book that explains the math, rather than a math text book; which is why I found it note worthy. It's also worth reading solely for the detailed citations, from which you could completely learn the core of the field by "studying the master's" original papers.
http://www.amazon.com/Lady-Tasting-Tea-Statistics-Revolution...