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Statistical Inference
This book builds theoretical statistics from the first principles of probability theory. Starting from the basics of probability, the authors develop the theory of statistical inference using techniques, definitions, and concepts that are statistical and are natural extensions and consequences of previous concepts. Intended for first-year graduate students, this book can b...more
Hardcover, 7000 pages
Published
June 18th 2001
by Duxbury Resource Center
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I studied parts of this book years ago, during my grad school days. I found it clear, interesting and well organized. Some reviewers have complained of the low weight given to Bayesian statistics. This is true, this textbook is mostly for folks who want to learn about a frequentist approach. With this caveat, I think it's a very nice introduction to statistics for someone like me who uses statistics within the boundaries of basic applied econometrics. There are typos, but I believe you can find ...more
One of the best textbooks for first/second term of Mathematical Statistics.
A great, comprehensive resource for all things statistical (excluding regression analysis; you can't do it all). Clear prose, though the examples could use some work. Not recommended for stats newbies.
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