3 ms·
Suggestions for a more rigorous treatment?
by trentmb 10y ago
Suggestions for a more rigorous treatment?
- tezka 10y agoMy favorites are Casella and Berger: https://books.google.com/books/about/Statistical_Inference.html?id=0x_vAAAAMAAJ https://books.google.com/books/about/Statistical_Inference.h... and Hogg, McKean and Craig: https://www.pearsonhighered.com/program/Hogg-Introduction-to-Mathematical-Statistics-7th-Edition/PGM49624.html https://www.pearsonhighered.com/program/Hogg-Introduction-to... They are both good books. The first one is more rigorous, but the second one covers more breadth and I think has better exercises.
- ilzmastr 10y agoAnything with measure theory, though you will regret it :)
- trentmb 10y agoHere's a free one I found in the event anyone else is curious: https://services.math.duke.edu/~rtd/PTE/pte.html https://services.math.duke.edu/~rtd/PTE/pte.html
- princeb 10y agostochastic calculus really hurt me. i did well for it, I TA'd for it, i look at it from time to time in my work, but I still find it very difficult. i don't think i'm much good at mathematics, i just try very hard and hope for the best.
- 5olidor 10y agoOn the probability side, I thought Ash's "Probability & Measure Theory" was good for self-study, although some experience with real analysis is definitely a prerequisite. It can be pretty dense at times, but well worth going through.
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