Introduction to Mathematical Statistics

by Robert V. Hogg, Allen Craig, Joseph W. McKean

This classic book retains its outstanding ongoing features and continues to provide readers with excellent background material necessary for a successful understanding of mathematical statistics. Chapter topics cover classical statistical inference procedures in estimation and testing, and an in-depth treatment of sufficiency and testing theory—including uniformly most powerful tests and likelihood ratios. Many illustrative examples and exercises enhance the presentation of material throughout the book. For a more complete understanding of mathematical statistics.

Genres: Textbooks, Mathematics, Nonfiction, Science, Academic, Technical

692 pages, Paperback

First published January 1, 1962

Reviews

[Michael · Rating 1 out of 5]

I'll find out during my first exam.

[fedya]

I own both the 5th and 8th editions, and each has their own merits.

I had used the 5th edition when I was first studying the material and find myself returning to it again and again because of its excellent exposition. The authors do a great job of walking the reader through the material, developing the ideas gradually and helping you discover the theory alongside them. It places real emphasis on intuition and understanding, rather than just formalism, which makes it an incredibly enjoyable read. It is easily one of the best math textbooks I have come across, making it a personal favorite.

The 8th edition, on the other hand, I mostly use as a reference book. It is very comprehensive and much more detailed, covering not only the classical foundations of mathematical statistics but also more modern topics. The notation and overall mathematical presentation are much more formal, a noticeable shift away from exposition the earlier edition. Because of this, i think it is best suited for readers who are already comfortable with the subject and know what they are working with, or for the more technical and formally inclined reader.

[Micah Reyes]

Not marking as complete or rating this book because I only read one chapter for a special studies course. I did however really enjoy the topics I learned about, which were convergence in probability and distribution, which are key underpinnings for understanding the central limit theorem. I found myself surprised by how well I comprehended this book despite it being more theoretical than anything I had read before math/stats wise. Ultimately, mathematical statistics is probably the area I’m most interested in studying further, but I’m not sure how much of that will come from this book in the future.

[John Espy · Rating 1 out of 5]

Not my favorite.

[David · Rating 4 out of 5]

Pretty standard introduction to probability theory, somewhat terse.

[Max · Rating 5 out of 5]

Very clear and easy to read. Really great if you are transitioning from pure math to industry and are looking for something that is easy and quick to read.

[Nick Chandler · Rating 4 out of 5]

Read the first few chapters on distributions for a course and skimmed the statistical inference sections. I found the first sections very interesting.