Mathematical Statistics - Peter J. (University of California Bickel - Bog

This first volume presents fundamental, classical statistical concepts at the doctorate level without using measure theory. It covers estimation, prediction, testing, confidence sets, Bayesian analysis, and the general approach of decision theory. This edition gives careful proofs of major results and explains how the theory sheds light on the properties of practical methods. The book includes in-depth examples throughout as well as many exercises at the end of each chapter.