Statistics
Some books (for specific applications to HEP):
Frederick James, Statistical Methods in Experimental Physics.
Glen Cowan, Statistical Data Analysis.
Louis Lyons, Statistics for Nuclear and Particle Physicists.
Siegmund Brandt, Data Analysis: Statistical and Computational Methods for Scientists and Engineers.
Ilya Narsky, Frank C. Porter, Statistical Analysis Techniques in Particle Physics: Fits, Density Estimation and Supervised Learning.
T. Del Prete, Methods of Statistical Data Analysis in High Energy Physics.
Kevin P. Murphy, Machine Learning: A Probabilistic Perspective.
Some (useful) references:
Particle Data Group, Statistics.
G. Punzi, Some useful formulas about statistical separation of event classes.
G. Punzi, Sensitivity of searches for new signals and its optimization. See also Sensitivity optimization of multichannel searches for new signals.
G. Punzi, What is Systematics?.
Richard Nisius, On the combination of correlated estimates of a physics observable (BLUE method).
G. J. Feldman and R. D. Cousins, A Unified Approach to the Classical Statistical Analysis of Small Signals.
S. Baker and R. D. Cousins, Clarification of the use of chi-square and likelihood functions in fits to histograms, Nucl. Instrum. Meth. 221 (1984) 437. (on inSPIRE see here.)
Glen Cowan, Kyle Cranmer, Eilam Gross, Ofer Vitells, Asymptotic formulae for likelihood-based tests of new physics, Eur.Phys.J.C71:1554,2011, arXiv:1007.1727 [physics.data-an].
S. S. Wilks, The Large-Sample Distribution of the Likelihood Ratio for Testing Composite Hypotheses, Annals Math. Statist. 9 (1938) 60 [InSpire].
Christoph Langenbruch, Parameter uncertainties in weighted unbinned maximum likelihood fits, arXiv:1911.01303 [physics.data-an], Eur. Phys. J. C 82 (2022) 393.