general

Like many statisticans, I used this book in my Grad program. Needless to say, I've read the book from cover to cover many, many times. As theory goes, I think this book is excellent. However, I believe the major weakness of this books lies in it's examples and problem sets. I believe that (even for advanced texts) the problem sets should have a difficulty gradient to them (starts out with easier problems and ends with the real brain twisting tough problems), and this books does seem to do that to a degree, but it does not do it very well. In addition to this, there are many problem sets in the book where it is very easy to get lost in the math and completely miss the important statistical point/lesson that should be illustrated. Many of the most difficult problems of the book have very little to do with statistics and more to do with mathematics.

The authors also have the annoying habit of refering to the results of previous problems/excercises. Therefore, in order to do some exercises/examples, you must go back and work one or two of the exercises from one of the previous chapters. The book would have been a lot more helpful if the author would provide the solutions for exercises that he intends to build upon.

We used this one as text in the senior undergraduate course this semester. This book is an excellent introduction to mathematical statistics but probably too difficult for most undergraduate students to learn in just one semester.

In my opinion, to read this book you Do need a strong background in calculus. Having taken courses like real analysis, introductory probability/statistics is helpful but not so necessary.

Most difinitions and proofs are clear and precise. The examples are good, but the authors quite often refer to the previous ones, which may be anoying for many readers. The excercises are great but take a lot of time to work out. In my case, each one took me about one hour on average. And I feel that quite some problems require "mathematics" besides knowlege of statistics. I recommend that you solve as many excercises as possible. Our Professor assigned at least 20 from each chapter as homework.

One more thing, I bought the first printing of the book, and found quite a few typos. You can download from the author's homepage the errata list but that doesn't cover all.

In conclusion if you are a serious math student interested in mathematical statistics, I think this is a good book for you.

I found myself wanting to learn statistics and spent many hours browsing the stat books at the Stanford book store - and this book had it all. Some of the proofs are relegated to exercises and this is both fun and maddening! If you have a basic math background - a physicist or engineer equivalent - you will have no problems understanding the book. It's expensive - but you will have months (if not years!) of fun with it. There are many typographical errors in the book but many of them are found in the "errata" at the end. Now, if some one came up with a solution manual for this...