a good book for Introduction to Mathematical Statistics

statistics

I am trying to read this book (Introduction to Mathematical Statistics by Robert,Joseph, Allen,7th edition) I find it hard to follow. So, can anyone please recommend another book has similar content? My background is Math bachelor level and I will continue my master in Stat next Fall. Thank you in advanced.


Solution 1:

My preferred textbook (note: it's quite expensive) is Mathematical Statistics with Applications by Wackerly et al..

Solution 2:

How about Probability and Statistics Fourth Edition DeGroot/Schervish ? It's free online.

Solution 3:

I'll start with a general advice. To the best of my knowledge, a course in mathematical statistics usually has prerequisites like some introductory level courses in probability and statistics (besides the basic standard mathematical courses like univariate and multivariate calculus). Sure it is possible to grasp this material on-the-way, but I believe that it would me more effective to be familiar with some probability and statistics before delving into the mathematical aspects of statistical analyses.

Regarding the books themselves, personally I liked Mathematical Statistics by K. Knight. IMHO, it has the "appropriate" mix of mathematical rigor and statistical intuition. But if you prepare very rigorous texts, then maybe you should try Asymptotic Statistics by A. Van der Vaart.

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