1. Not finding help here? Sign up for a free 30min tutor trial with Chegg Tutors
    Dismiss Notice
  2. Support PF! Reminder for those going back to school to buy their text books via PF Here!
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Rigorous text on statistics

  1. Oct 6, 2013 #1
    Hi PF, looking for a recommendation on a mathematically rigorous text on statistics (and perhaps probability). I have a decent amount of knowledge on linear & abstract algebra and calculus and analysis, so I don't mind if it uses them. What I don't want is a text that fails to prove its theorems with rigor. Suggestions are appreciated, thanks!

    BiP
     
  2. jcsd
  3. Oct 8, 2013 #2

    verty

    User Avatar
    Homework Helper

    I've done some looking but from what I've seen, books on statistics tend to be pricey and each looks different from the rest. So perhaps it is better to start with a book that is rigorous-looking but practical also, just to get a road map view of things.

    Data Analysis - A Bayesian Tutorial might be a good way to start.

    After reading this you would hopefully know where your interest lies and could guide yourself to further reading. And it would be useful to know where things fit in. Ultimately, your knowledge of statistics will be organized around how it is used. Use the "look inside" to see if this would be worthwhile.

    I can't recommend a completely rigorous book because this subject is so confusing to me.

    PS. Here is a cheaper book that claims to be mathematical and rigorous but I can't say if it is good or if it is what you should be learning.
     
    Last edited: Oct 8, 2013
  4. Oct 11, 2013 #3

    jasonRF

    User Avatar
    Science Advisor
    Gold Member

    Since you haven't had a lot of replies, here is my two cents (from an engineer who uses staistical inference a fair amount but is *not* interested in all the rigor!)

    The books by Lehmann seem to be the ones referenced all the time:
    https://www.amazon.com/Testing-Statistical-Hypotheses-Springer-Statistics/dp/0387988645
    https://www.amazon.com/Theory-Point-Estimation-Springer-Statistics/dp/0387985026/ref=pd_sim_b_1

    other books the stats people seem to like:
    https://www.amazon.com/Statistical-Inference-George-Casella/dp/0534243126/ref=pd_sim_b_5
    (I own the first edition of this one, which has plenty of proofs but doesn't motivate the statistics very well to someone like me! This is the easiest of all the books I list here)

    Another:
    https://www.amazon.com/Mathematical-Statistics-Selected-Topics-Edition/dp/0132306379/ref=pd_sim_b_72

    Then there is the 60+ year old classic:
    https://www.amazon.com/Mathematical...-9-Harald/dp/0691005478/ref=cm_cr_dp_asin_lnk

    If I were you I would go to your library and see what works for you. Don't buy any of these without looking at them first. Only YOU know what you are looking for.

    best regards,

    jason
     
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Have something to add?
Draft saved Draft deleted



Similar Discussions: Rigorous text on statistics
  1. Statistics Text book. (Replies: 0)

Loading...