Statistical InferenceThis text provides information on topics such as ancillarity, invariance, Bayesian methods, pivots, Stein estimation, errors in variables and inequalities. The authors discuss both theoretical statistics and the practical applications of the theoretical developments. Many ideas are introduced in the context of data analysis rather than pure mathematics. 
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Review: Statistical Inference
User Review  Omar  GoodreadsNot bad but also not overly special. Selfinstruction will be tough, but the solution manual may assist with that. Proofs are sometimes not provided which can make that harder. If taking as part of a formal course, make sure to engage the Professor or instructor on those more difficult matters. Read full review
Review: Statistical Inference
User Review  Fleur_de_soie  GoodreadsRead this book because it is the text for our PhD Econometrics I course, also mainly because it is recommended by Professor D, so first comes his comments on the book. "The standard PhD level first ... Read full review
Common terms and phrases
ancillary statistic ANOVA approximation Basu's Theorem Bayes estimator best unbiased estimator binomial distribution calculate compute conditional distribution confidence interval confidence set consider constant converges coverage probability decision rule defined definition degrees of freedom denote derived equal Example Exercise expected exponential family Find finite Fx(x gamma given hence hypothesis testing independent random variables Inequality inference integral joint pdf Lemma level a test likelihood function Likelihood Principle linear locationscale family marginal distribution marginal pdf mean and variance minimal sufficient statistic minimax Mx(t negative binomial normal distribution Note observed obtain order statistics parameter pdf or pmf Poisson Poisson(A population probability distribution problem Proof properties prove random sample random vector regression relationship risk function sample mean sample points sample space satisfies Show Sufficiency Principle sufficient statistic Suppose Theorem transformation values verify versus H Xn be iid zero