I'm a undergraduate statistics student, I think that learn Real Analysis can be useful to me in some points, can anyone suggest a introductory book for self-study ?
I'm already multivariate calculus, algebra linear, and others math courses.
Someone said to me to start with Analysis: With an Introduction to Proof and then move to By Walter Rudin The Principles of Mathematical Analysis. Is that a good idea, or I shoud start directly with Rudin?
The standard undergraduate text for real analysis is Rudin's Principles of Mathematical Analysis (affectionately referred to as "Baby Rudin" since he wrote it when he was quite young).
Another text I enjoyed was Serge Lang's Undergraduate Analysis.
I think they're both have their pros and cons but are ultimately both fine books for first learning some rudimentary real analysis.