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Linear Statistical Inference and its Applications

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"C. R. Rao would be found in almost any statistician's list of five outstanding workers in the world of Mathematical Statistics today. His book represents a comprehensive account of the main body of results that comprise modern statistical theory."
-W. G. Cochran
" C. R. Rao is] one of the pioneers who laid the foundations of statistics which grew from ad hoc origins into a firmly grounded mathematical science."
-B. Efrom
Translated into six major languages of the world, C. R. Rao's Linear Statistical Inference and Its Applications is one of the foremost works in statistical inference in the literature. Incorporating the important developments in the subject that have taken place in the last three decades, this paperback reprint of his classic work on statistical inference remains highly applicable to statistical analysis. Presenting the theory and techniques of statistical inference in a logically integrated and practical form, it covers:
* The algebra of vectors and matrices
* Probability theory, tools, and techniques
* Continuous probability models
* The theory of least squares and the analysis of variance
* Criteria and methods of estimation
* Large sample theory and methods
* The theory of statistical inference
* Multivariate normal distribution Written for the student and professional with a basic knowledge of statistics, this practical paperback edition gives this industry standard new life as a key resource for practicing statisticians and statisticians-in-training.

656 pages, Paperback

First published December 26, 2001

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C. Radhakrishna Rao

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Displaying 1 - 2 of 2 reviews
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87 reviews2 followers
April 26, 2015
This is a great book with wonderful ideas and organization. The proofs are well developed, original, and intuitive and the book provides a really nice foundation to Vector spaces, Matrices, Determinants, followed by an intro to probability theory and then a deep dive.

I could not bring myself to rate this higher than 3 however because I found it frustrating that on every page there would be three or four theorems where the proof is omitted because they were "obvious". In every case they were indeed obvious; after you spent three days thinking about it! A little hint of a direction would have made this book much more accessible.

Additionally, some of the wording was careless. For example, given a matrix A he starts using the notation M(A) (manifold of A) without any definition. Then about 10 pages later he defines it as the Manifold of the column vectors of A. Or little inconsistencies in the type for example he refers to "an mxn matrix" but then a few lines later "a nxm matrix." Which is it, "a" or "an"?

If you glide freely through the worlds of mathematics you will thoroughly enjoy this book. For me, graduate school is a fading memory and so I will fall back on something a little more basic, before I try again on Rao.
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