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I've said this elsewhere, but I recommend Casella & Berger's Statistical Inference. It will take you from probability theory to statistics... all the basics. I
by chestervonwinch 11y ago
I've said this elsewhere, but I recommend Casella & Berger's Statistical Inference. It will take you from probability theory to statistics... all the basics. I found it to be a very readable text, and it is used for many first graduate courses in stats - for me it was used for a 2 semester sequence first focusing on probability, then on statistics.
- saboot 11y agoI second this, also for teaching yourself there is a solutions manual available which is great for doing the exercises with.
- stdbrouw 11y agoI like Casella and Berger, especially because it does so well at showing the connection between probability and statistics (first five chapters or so), but it should be noted that its approach is very different from the one in the slide deck above. Casella/Berger is purely frequentist rather than computational or Bayesian, and it spends a lot of time on likelihood theory and treats e.g. bootstrapping only very summarily.