Mathematical Statistics: Old School

Mathematical Statistics: Old School covers three main areas: The mathematics needed as a basis for work in statistics; the mathematical methods for carrying out statistical inference; and the theoretical approaches for analyzing the efficacy of various procedures. The author, John Marden, developed this material over the last thirty years teaching various configurations of mathematical statistics and decision theory courses in the Department of Statistics, University of Illinois at Urbana-Champaign. It is intended as a graduate-level text.

Topics include

The pdf version of the book. (Free!) Some corrections.

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Many of the data sets can be found as R objects in the file mathstat.R. Load them directly into R using the command


The data sets, and where they are first mentioned: The following data sets are in the Data Program as well: Caffeine, Shoe numbers and sizes, Hurricanes, 'Being Greek,' the draft data, and 'The Grades' (exam scores).