Books about Statistics

[Kiuhnm]

I took a course in Statistics years ago (first year of university), then I studied the book of Rice on my own.
After that, I tried to read graduate level books about Machine Learning, but found my knowledge in probability and statistics insufficient.
I want to really understand statistics. I'm considering reading at least one the following books:

• Casella & Berger
• Hogg & McKean & Craig
• Wasserman

If I'm not wrong, those books are on the same level. Honestly, I don't know which one to choose. Any recommendation?

 

[spunky]

• Casella & Berger

hands-down.

Cassella & Berger is a must-have

 

[Dason]

Casella & Berger is what we used for my masters level theory courses and it is definitely an excellent text. I can't comment on the other two though - they might be excellent as well but I can attest that Casella & Berger is spectacular.

 

[szm]

If you are into mathematics, Casella & Berger might be the book that you need. My personal experience was a bit different. Me and a few other non-math major students (graduate students in biology/agriculture etc) had really tough time to understand parts of the book. However, the graduate math students were happy with the book.

This was just my personal experience and I am saying it because I am not sure about your math/stat background.

 

[Kiuhnm]

I'm a graduate student in computer science, but I like mathematics quite a bit.
According to a review on amazon, Casella & Berger doesn't require any knowledge of measure theory. I think measure theory is more important to probabilists than to statisticians, anyway. That's a plus, since my knowledge of measure theory is superficial at best.
I think I'll go for Casella & Berger. Thanks for helping me to decide!

 

[bryangoodrich]

We used Hogg and Craig in my undergrad class. It sucked. Don't get me wrong, it's a very concise book, but it's terrible to learn from unless your instructor teaches everything the book is missing (mine didn't!). I kept mine as a reference book only. I have Casella and Berger to turn to when I need to learn.

 

[Kiuhnm]

We used Hogg and Craig in my undergrad class. It sucked. Don't get me wrong, it's a very concise book, but it's terrible to learn from unless your instructor teaches everything the book is missing (mine didn't!). I kept mine as a reference book only. I have Casella and Berger to turn to when I need to learn.

I'm studying Statistics on my own, so I don't have a teacher to refer to. I have this forum, though
I've just read the first chapter of Casella & Berger. It's a bit too soon to form an opinion about the book, but so far I like the style. In particular, I like how the authors get to the correct definition of mutual independence by trial and error through some well-thought examples. I'll go as far as saying that it was fun to read!