Statistics book recommendation

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this is a subject that time and again shows up, and I've read old postings. Still: I am taking an intro class in statistics from a Math department (Junior/Senior level). It is pretty intense (it's statistics and probability) and has a strong math component (calculus as well as linear algebra are required and used throughout the class). Exercises are done using R most of the time. The book we follow is an unedited book from the lecturer, and it's OK, but even though it's strong in the math part, it doesn't give a lot of examples nor tackles the very important aspects of why we do some things or what's the importance of this or that. I read here that a lot of people love Sheldon Ross' books, but when I looked at them, the equation parts are way below what we are doing. Is there a book like that, but more in depth in the math part? Thank you so much for any suggestion and why.

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Consider Modern Mathematical Statistics with Applications by Devore and Berk. Its calculus based and uses a bit of linear algebra, but livens it up by applying it to real data and usually discusses motivations for methods. As a bonus, there are answers to a lot of the problems in the back of the book.