A few more recommendations to add to the list:
I’ve gotten a lot of questions recently from folks who want to start incorporating statistical analysis using R into their Power BI reports. I am in the process of putting together a detailed list of R resources. However, before jumping into R, it’s critical to have a sound understanding of fundamental statistical concepts, including population vs. sample, data distributions, hypothesis testing, choosing the right test statistic, p values and interpreting results, parametric vs. nonparametric statistics, etc.
For developing this foundational knowledge for those without a statistics background, I am a huge fan of statistician and writer Jim Frost (https://statisticsbyjim.com/), who is able to convey these concepts in clear, plain English in a very readable style with lots of examples for the non-statistician. He currently has written three books, all of which I very highly recommend. The third one is available currently only as an e-book, but the hard copy for those of you like me who prefer to go old-school for your reference library is expected out later this month. I think anyone who worked their way through all three books would have a great foundation on which to incorporate sound statistical analysis into your reports.
Introduction to Statistics: An Intuitive Guide for Analyzing Data and Unlocking Discoveries, Jim Frost, August 2020.
Hypothesis Testing: An Intuitive Guide for Making Data Driven Decisions Paperback , Jim Frost, September 2020
Regression Analysis: An Intuitive Guide for Using and Interpreting Linear Models, Jim Frost, October 2020
Also, a couple of things about @Nick_M’s recommendation of The Data Warehouse Toolkit: The Definitive Guide to Dimensional Modeling, 3rd Edition by Ralph Kimball. On a recent, excellent interview on the SSBI Podcast, Marco Russo was asked what he thought the essential books for Power BI users were (other than his own). This book was the first one on his list.
However, the new 3rd edition is really expensive ($57 for hard copy). What I found though is that there are now tons of used copies of the 2nd edition available. The key concepts of dimensional modeling haven’t changed much over the years, so I went for a very good condition used copy of the 2nd edition for $6 plus shipping and saved myself almost $50 bucks.