Question

Any books recommendations on proba/stats that focuses on traps, pitfall and paradoxes?

Answer 1

Counterexamples in Probability by Stoyanov is great

Answer 2

Not sure if it’s exactly what you’re looking for, but Humble Pi by Matt Parker is a survey of a wide sort of mathematical mishaps

Answer 3

_Conned Again, Watson!_ is a series of short stories about pitfalls in probability, and related areas like game theory and mechanism design. It's an enjoyable read!

Answer 4

On a less academic note, "**The Green-Eyed Dragons and Other Mathematical Monsters**" (by David Morin) is a great text with a major stats/probability section. Great puzzles that commonly employ stats/probability tricks that help illustrate paradoxes and head-scratchers.  


Also, "**Statistics Done Wrong**" (by Alex Reinhart) is a good source of information about common statistics misunderstandings/pitfalls. (What a p-value isn't, pseudoreplication, etc.)