FUNNY WOMAN by Barbara Grossman (Indiana University Press: $35; 242 pp.) . I have scoured the notes for this biography, but I believe, to my amazement, that what the author says in her introduction is true: This book about entertainer Fanny Brice (best known as radio character Baby Snooks) is based exclusively on other books, newspaper and magazine clippings, photos, scrapbooks and scripts. Not a single original face-to-face interview. Having been denied access to Brice's own memoirs by her survivors--who gave them to someone else for an authorized biography--Grossman retreated to the already-printed word. She sets out to prove an honorable enough concept--that Brice's life has been whitewashed and mythologized over time--and does a prodigious amount of reading, but she doesn't seem ever to have left home. Second-hand Rose, indeed.