[texthompson]

I'm a big fan of two books:

* The Elements of Statistical Learning, by Hastie, Tibshirani and Friedman (https://web.stanford.edu/~hastie/local.ftp/Springer/OLD/ESLI...). * Probability Theory: The Logic of Science, by ET Jaynes (http://bayes.wustl.edu/etj/prob/book.pdf)

Best of luck. I can see from your post that you're thinking about performance tuning, I'm assuming you mean of software. That's a nice area - the nice part is that compared to fields like medical genetics, data on performance of software is relatively cheap to get, so a lot of issues about small sample sizes are surmountable.