That’s about the level of difficulty I’m looking for in this book. For those who haven’t read that book, it’s technical and expects a certain degree of mathematical acuity by the reader.
Does anyone know of a really good, comprehensive statistics reference book?
Well… Statistics is a vast subject. It’s like asking “Does anyone has a good Math book to recommend?” - are we talking Calculus, Linear Algebra, Probability, Arithmetics, Differential Equations…?
So, statistics, of what for what in what field of interest? The basics with bell curves, median vs average and generic computer algorithms are well covered by the internet at large at this point.
From your link, perhaps something like this is what you are looking for?
Best way for tbis is to go back to your school/college/uni and just politely ask the sciences department, math section/pure sciences section on their recommended book on this particular topic.
You could also go sort amazon by publishers and rank the books by review popularity on your topic of choice, but even then you wont get what would be a good read. The only way you can get this feeling if you’ve actually read the entire thing and normal people dont do that for math books, only teachers do that.
You could also email/ask the more popular youtubers like Derek from Veritasium but you’d be at the mercy of their schedule and risk being ignored totally.
At any rate, the best way to do this is still via your (nearest) school. At least it wont be that weird going back.
If you’re looking for a comprehensive statistics reference book at a technical level, I’d recommend “Mathematical Statistics with Applications” by Wackerly, Mendenhall, and Scheaffer. It’s known for its depth and mathematical rigor, making it suitable for readers with a strong mathematical background.
Hopefully this isn’t too Necro, but I’ve read way too many stat books. I would group them into a few groups. I can add recommendations on machine learning, linear/non-linear models, survey sampling, etc… if there is a desire for them.
Undergrad Probability:
“A First Course in Probability” by Ross; assumes some degree of Calculus (iirc) tons and tons of worked problems
Undergrad/Early Masters Level Stats:
“Introduction to Mathematical Statistics” by Craig et al. (also referred to as Hogg and Craig); basic 300 level book
“Statistical Inference” by Casella et al. (also referred to as Casella and Berger); a bit more advanced than Hogg and Craig; maybe 3/4/early masters level
PhD (or advanced Masters) Level Probability:
I don’t know why people love it so much, but “Probability” by Karr
I personally prefer “A Probability Path” by Resnick
PhD (or advanced Masters) Level Stats:
The standard here is “Theory of Point Estimation” by Lehmann et al. and probably rounding it out for things that aren’t point estimates with “Testing Statistical Hypotheses” by Lehmann et al.