Notes from Underground was the book that really pulled me into Dostoevsky (after initially reading C&P and disliking it - I doubtless missed quite a lot the first time through).
Definitely in that category for me.
You might enjoy these notes: http://mlg.eng.cam.ac.uk/teaching/4f13/2122/
They give (I think) a good general overview, while also going a little bit more in-depth in a few areas (e.g., Gaussian Processes).
A measurement being 7 sigma out would still be Chebyshev bounded by 1/7^2 ≈ 0.02
I.e. the probability of it being ≥7 sigma out is interestingly at most 0.02.