I second both The Signal and the Noise as well as How to Measure Anything. I also mentioned upthread Willful Ignorance. I think perhaps the best bang for your

I second both The Signal and the Noise as well as How to Measure Anything. I also mentioned upthread Willful Ignorance. I think perhaps the best bang for your buck could be Wheeler's Understanding Variation -- but that is based mainly on vague memory and skimming the table of contents. I plan on writing a proper review of that book in the coming year to make certain it is what I remember it to be. I think the earlier works by Taleb also touch on this (Fooled by Randomness seems to have it in the title). But then I strongly recommend branching out to places where these fundamentals are used, to cement them: - Anything popular by Deming (e.g. The New Economics) - Anything less popular by Deming (e.g. Some Theory of Sampling) - Moneyball - Theory of Probability (de Finetti) - Causality (Pearl) - Applied Survival Analysis - Analysis of Extremal Events - Regression Modeling with Actuarial and Financial Applications The more theoretical and applied books are less casual reads, obviously. They also happen to be the directions in which I have gone -- you may have more luck picking your own direction for where to apply and practice your intuition. Edit: Oh and while I don't have a specific book recommendation because none of the ones I read I have good opinions on, something on combinatorics helps with getting a grasp on the general smell of entropy and simpler problems like Monty Hall.