Wiebe R. Pestman 
Mathematical Statistics [PDF ebook] 

This textbook provides a broad and solid introduction to mathematical statistics, including the classical subjects hypothesis testing, normal regression analysis, and normal analysis of variance. In addition, non-parametric statistics and vectorial statistics are considered, as well as applications of stochastic analysis in modern statistics, e.g., Kolmogorov-Smirnov testing, smoothing techniques, robustness and density estimation.

• For students with some elementary mathematical background.


• With many exercises.


• Prerequisites from measure theory and linear algebra are presented.
  

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