

This is a "must have" book for a new student in statistics.

Excellent primer to use as supplement or for reviewAccording to the preface, the author prepared most of the book as supplemental class notes for the benefit of his students in a course whose main text was, if I recall correctly, Billingsley's excellent "Probability and Measure". The students were so enthusiastic about the usefulness of Professor Rosenthal's supplemental info that they insisted he publish it, despite his objection that the book wasn't original enough to warrant entry into an already crowded field. Well, the students made the right call: Rosenthal's clear and concise text will, I think, help almost any student learn measure-theoretic probability more efficiently. I'd also recommend it to folks who need a concise review of measure-theoretic probability.


Excellent

Time Series Analysis for beginner

Foundations of Statistics

nice beginning treatment of frequency domain time seriesBloomfield introduces Fourier series in a gentle way, making it clear. Concepts are introduced as needed to deal with specific aspects of real time series data. I particularly liked his treatment of complex demodulation, which could be a very difficult concept to grasp if not presented carefully. But Bloomfield explains it well and provides another way to look at the famous Wolfer sunspot data using an approach based on complex demodulation (assuming a slowly changing period for the series).


Pictures and math.

A Masterful Introduction to the Subject of Chaotic Maps

Aczel and Dhombre's Functional Equations

elementary, delightful with a modern touchChapter 6 is on bootstrap. Chapter 8 covers robust measures of location. Chapter 9 covers statistical inference based on robust measures of location. Chapter 10 deals with nonparametric and robust measures of association. Chapter 11 covers robust estimates of location and Chapter 12 "Alternative Strategies" includes rank test, permutation tests and multiple comparison issues.
At the beginning of Wilcox's book there are three precious quotes that you should appreciate. 1. "If at first the idea is not absurd, then there is not hope for it" Albert Einstein. 2. "Everyone believes in the [normal] law of errors, the experimenters because they think it is a mathematical theorem, the mathematicians because they think it is an experimental fact." Henri Poincare. 3. "Each generation that discovers something from its experience must pass that on, but it must pass that on with a delicate balance of respect and disrespect, so that the race ... does not inflict its errors too rigidly on its youth, but it does pass on the accumulated wisdom plus the wisdom that it may not be wisdom." Richard Feynman.
These quotes were well chosen to fit the theme of the book and represent the wisdom of three great men from the 19th and 20th Centuries.