Introduction to Statistical Inference
– by Jack C. Kiefer
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For statistics, I favor Kiefer’s ‘Introduction to Statistical Inference’. It begins with the decision theoretic foundations and builds from there, skipping or bypassing huge numbers of standard topics, and using a notation I can only describe as Baroque, but it is the best source of real understanding and intuiton I know of. Hogg and Craig’s ‘Introduction to Mathematical Statistics’ is a pretty nice text as well, but less precisely pitched than Kiefer’s (and it covers a lot more of the standard topics). Casella and Berger’s ‘Statistical Inference’ and Lehmann’s two books ‘Point Estimation’ and ‘Hypothesis Testing’ are the more typical graduate statistics texts, but are hard going compared to my other recommendations. – Posted by madhadron at http://lesswrong.com/lw/3gu/the_best_textbooks_on_every_subject/ – by Books2Learn – 2018-02-27