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    Good Book on Mathematical Statistics




    I'm a mostly self-trained analyst with degrees in the social sciences but not in statistics. I'm looking to improve my knowledge of the mathematics underlying various statistical techniques, but have struck out searching out good books on mathematical statistics for self-study.

    Most of the books I've found are either way too basic (explaining random sampling, frequency tables and crosstabs, and ending with linear regression) or are 700 page long textbooks that cost hundreds of dollars and are not very readable.

    Can anyone recommend a good book on mathematical statistics for self-study? Maybe something from the Dover math series that is relatively brief, readable, and inexpensive?

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    Re: Good Book on Mathematical Statistics

    in my opinion, the best book there is for Mathematical Statistics is the classic of classics Casella & Berger. maybe you can buy it used or just borrow it from your library? i think actually most people who did their undergrad in math/stats either used this book or are at least familiar w/ it.

    how familiar are you with calculus and linear algebra?
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    Re: Good Book on Mathematical Statistics

    Pretty familiar, took three semesters of Calc and linear algebra.

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    Re: Good Book on Mathematical Statistics

    then Casella & Berger's your BFF
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    Re: Good Book on Mathematical Statistics

    Not sure that's what I'm looking for, as it costs $200 to buy and its over 600 pages long.

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    Re: Good Book on Mathematical Statistics

    well, it's a classic so i'd assume you can take it out of any library? plus i don't think you can find any short books that dwell on the mathematical underpinnings of statistical methods. unless you're willing to get one book at a time that deals with one method at a time, maybe?
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    Re: Good Book on Mathematical Statistics

    I second the recommendation for Casella & Berger. I'm a grad student in statistics and it's the best book I've come across - end of story. It's worth the money but if you want to check it out before purchasing you could try to find a pdf version floating around somewhere....
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    Re: Good Book on Mathematical Statistics

    Yes some creative googling will certainly turn up some PDF copies online.
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    Re: Good Book on Mathematical Statistics

    All things are known because we want to believe in them.

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    Re: Good Book on Mathematical Statistics


    The book from Casella and Berger is indeed a good book on the mentioned topic.

    Anyway my advice would be

    Shao, J. (2003). Mathematical Statistics. Springer

    combined with

    Shao, J. (2005). Mathematical Statistics: Exercises and Solutions. Springer

    Regards

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