Books on Probability and Mathematical Statistics

Question

data mining

Good afternoon!

Please advise good books on Probability Theory and Mathematical Statistics (not an introductory course, but something more serious).

Thanks in advance.

Answer 1

The real classic, of course, is V. Feller. Introduction to Probability Theory and Its Applications. In 2 volumes.

Answer 2

I saw in the discussions on Habré: Shin Takahashi. Interesting statistics. Manga.
I haven't read it myself, but I love the idea. Nya! \
I'm sorry, I saw the word "more serious". But I'll leave it here anyway, just in case it helps someone.

Answer 3

I personally wholeheartedly recommend Gmurman's textbooks. It starts with the basics, and then there are more serious topics.

Answer 4

If you are interested in machine learning (judging by the tags), I can recommend several books.
Foreign universities use these books as teaching aids.
Machine Learning - Tom Mitchell
Pattern Recognition and Machine Learning - Christopher M. Bishop

Answer 5

David J. Sheskin Handbook of Parametric and Nonparametric Statistical Procedures

Answer 6

Reissued a classic of statistical science in 2010, quite a serious book:
Kendall's Advanced Theory of Statistics, Distribution Theory (Volume 1)
See the rest of her volumes. In the USSR, its previous version was published under the editorship of Kolmogorov

Answer 7

Of the domestic authors, Wentzel and Tutubalin are the most readable. Of the foreign in Social Sciences, the books of Agresti are considered classics.

Answer 8

I am for Rozanov.