Statistical Data Analysis (Oxford Science Publications) (ISBN 0198501552)

Physicist's take on statistics:
This book is succint, 187 pages excluding the bibliography. It starts from scratch (no statistical background) introduces the relative frequency and Bayesian (subjective) interpretations of probability. Both viewpoints are given throughout the book, where appropriate. The last chapter is a very useful treatment of deconvolution in the presence of limited resolution of a measuring device, and it makes the connection to image restoration. Time series analysis is not included. The author's background is particle physics, and he works at CERN. Many examples come from that arena, but the presentation is definitely more accessible to an engineer, physicist or chemist than the numerous treatments by financial analysts and social scientists.