This textbook is a classic, and downloadable as a PDF:<p><a href="http:&#x2F;&#x2F;statweb.stanford.edu&#x2F;~tibs&#x2F;ElemStatLearn&#x2F;" rel="nofollow">http:&#x2F;&#x2F;statweb.stanford.edu&#x2F;~tibs&#x2F;ElemStatLearn&#x2F;</a><p>Don&#x27;t be put off by what you don&#x27;t (yet) understand.  Even someone with a math PhD, but not specifically in the areas covered, wouldn&#x27;t recognize much of the terminology they&#x27;re introducing.<p>But feel free to jump around, and look for concepts that seem more approachable -- particularly where case studies are presented, often with very nice charts and diagrams -- and you can get a feel as to whether it&#x27;s something for you.<p>Learning math is like learning a language -- it takes a lot of time, and not a lot seems to happen right away.  But in the long run, it can be very rewarding.