Booklist: probability and statistics

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  1. D. Huff, *How to Lie with Statistics*.
  1. Mood, Graybill, and Boes, *Introduction to the Theory of Statistics*, 3rd ed., 1974.
  1. Seber & Lee, *Linear Regression Analysis*, 2nd ed.
  1. Hastie, Tibshirani, and Friedman, *Elements of Statistical Learning*, 2nd ed., 2009.
  1. A. Agresti, *Categorical Data Analysis*, 2nd ed.
  1. Boyd & Vandenberghe, *Convex Optimization*.
  1. Efron & Tibshirani, *An Introduction to the Bootstrap*.
  1. J. Liu, *Monte Carlo Strategies in Scientific Computing* or P. Glasserman, *Monte Carlo Methods in Financial Engineering*.
  1. E. Tufte, *The Visual Display of Quantitative Information*.
  1. J. Tukey, *Exploratory Data Analysis*.


  1. F. A. Graybill, *Theory and Application of the Linear Model*.
  1. F. A. Graybill, *Matrices with Applications in Statistics*.
  1. Devroye, Gyorfi, and Lugosi, *A Probabilistic Theory of Pattern Recognition*.
  1. Brockwell & Davis, *Time Series: Theory and Methods*.
  1. Motwani and Raghavan, *Randomized Algorithms*.
  1. D. Williams, *Probability and Martingales* and/or R. Durrett, *Probability: Theory and Examples*.
  1. F. Harrell, *Regression Modeling Strategies*.


  1. Lehman and Casella, *Theory of Point Estimation*.
  1. Lehmann and Romano, *Testing Statistical Hypotheses*.
  1. A. van der Vaart, *Asymptotic Statistics*.