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All of Statistics: A Concise Course in Statistical Inference
by
Taken literally, the title "All of Statistics" is an exaggeration. But in spirit, the title is apt, as the book does cover a much broader range of topics than a typical introductory book on mathematical statistics. This book is for people who want to learn probability and statistics quickly. It is suitable for graduate or advanced undergraduate students in computer science
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Hardcover, 442 pages
Published
September 17th 2004
by Springer
(first published December 4th 2003)
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Very good reference on notions on probability, statistics and machine learning. Not ideal to learn the matter from scratch, but ideal to refresh and supplement your knowledge when you do a PhD.

Doesn't actually do what it says, but makes headway toward that goal.
If you want to learn about the chi-square, don't read Wikipedia. Read Wasserman. ...more
If you want to learn about the chi-square, don't read Wikipedia. Read Wasserman. ...more

May 08, 2020
Hamish Seamus
marked it as backburner
Notes:
- The core problem in probability is "given a generating process, what does the output look like?"
- The core problem in statistics is "given some output, what does the generating process look like?"
- If A and B are disjoint events with non-zero probability, then they cannot be independent (because P(AB)=0, but P(A),P(B)>0). "Except in this special case, there is no way to judge independence by looking at the sets in a Venn diagram."
- Mistaking P(A|B) for P(B|A) is called the prosecutor's ...more
- The core problem in probability is "given a generating process, what does the output look like?"
- The core problem in statistics is "given some output, what does the generating process look like?"
- If A and B are disjoint events with non-zero probability, then they cannot be independent (because P(AB)=0, but P(A),P(B)>0). "Except in this special case, there is no way to judge independence by looking at the sets in a Venn diagram."
- Mistaking P(A|B) for P(B|A) is called the prosecutor's ...more

From the title, one expects this book to be comprehensive and encyclopedic, but I found the opposite to be the case. This is a very mathematical rapid-survey of statistics which does not explain how to actually do any of the things that a working engineer or scientist would need to do.
I think the audience of this book is "mathematicians who find books with more equations than text to be comfortable and easy to learn from, who also know nothing about statistics and want a quick survey of the fiel ...more
I think the audience of this book is "mathematicians who find books with more equations than text to be comfortable and easy to learn from, who also know nothing about statistics and want a quick survey of the fiel ...more

I learnt Statistics for 2 - 3 times in campus, but I still find this book is too hard, not suitable for beginner, some of the symbols in the theorem come from nowhere, and some of the definition needs further explanation. I can understand until chapter 7, but the symbols already beyond I can remember or understand.

10/15/2015: So far, this is a really good book with comprehensive material, simple examples, rich problems, and most importantly easy to understand.
12/8/2015: I like everything about this book, except the title. It may receive some complaints about not discussing in depth some topics, but one can always go look up and read more on their topics of interest. Nonetheless, this is a very well written book!
12/8/2015: I like everything about this book, except the title. It may receive some complaints about not discussing in depth some topics, but one can always go look up and read more on their topics of interest. Nonetheless, this is a very well written book!

The author states that he wrote the book to help get engineering students up to speed. The topics and depth are in line with what one would expect from a mathematical statistics book. It's a good book for finding out what is out there, but most discussions are too brief for most people to learn the material from this book.
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Great if you like statistics, painful if you don't...
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