Mathematical Statistics book suggestion

Question

I recently took a very demanding course on statistics. One of my main difficulties (I am an economist) was to "visualize" joint and conditional distributions, and difficulties in calculating integrals. Regarding the integrals, I had a hard time finding the integration interval. It was painful! In the next semester I will attend this discipline again.

Could you suggest some statistical or mathematical book or even Statistics/Mathematical book, that gives a greater focus on this issue of visualization of distributions and integral, and intervals of integration?

Many, many thanks!

Answer 1

Probability and Statistics by DeGroot and Schervish is an excellent book. I would start there. I felt that it provided wonderful examples that went beyond just proofs and formulas, if that is mean when you said you were having difficulty "visualizing" joint and conditional distributions. I also felt that the text was very student friendly, I would even recommend it for self study if it were not a required textbook for a class.

Answer 2

I have read the DeGroot and Schervish book, and I can attest that it has great examples.

However another possible book to look at is Mathematical Statistics by Jun Shao. It's a Springer text, and is probably for an advanced undergrad or a grad student, but it covers a lot of the topics you are interested in. That being said Springer textbooks are of excellent quality. Hope this helps.