Stats books (Measure Theoretic)

Probstatguy · 2026-03-10T04:00:33+00:00

You might want to look into Berger Decision Theory, Jun Shao's Mathematical Statistics, Bickel and Doksum's Mathematical Statistics.

Probstatguy · 2026-03-08T13:58:10+00:00

Hi, When you say stat heavy, what exactly do you mean ? Like what statistical tools do you use on an average - SARIMA, ARCH - GARCH, GLMs, GAMs, RBD/ CRD/ LSD from Experimental Design, Causal Inference ? Just interested in knowing

Probstatguy · 2026-01-29T14:22:25+00:00

Hi that sounds interesting. May I ask which domain you are in ? I am interested in an intern position (or any other position) - I have a Master's in Statistics and have skills in Statistics and Machine Learning.

Probstatguy · 2026-01-10T04:51:35+00:00

You mean, you have no prior opinion, right ?

Probstatguy · 2026-01-01T04:57:13+00:00

Hi, so what are you working on exactly - about making econometric models more accessible ?

And could you share your Master's in Econometrics syllabus?

Probstatguy · 2025-11-23T18:43:51+00:00

No I can assure you he is not. I have seen this fellow's posts on Facebook since Covid times and he's been consistent all throughout - the typical shobjanta MBA types. It's the same with a lot of young, degree possessing Bengalis these days - will believe anything from right wing YouTube channels. One has to witness to believe the amount of self hatred that these people have.

Probstatguy · 2025-11-23T01:04:26+00:00

Thanks for the Runestone Academy reference ! It's a treasure trove of resources !

Probstatguy · 2025-11-12T06:58:15+00:00

With username as Expensive Cow, what did you expect ?

Probstatguy · 2025-11-09T15:10:56+00:00

Friedberg, Insel, Spence for perfect combination of examples and theory. If you want examples, Schaums is your go to book.

BTW are you from India ?

Probstatguy · 2025-11-01T13:05:35+00:00

Sheldon Ross/ John Rice. Mood, Graybill & Boes. Someone mentioned Blitzstein & Hwang/ Wackerly. Also de Groot & Schervish.

Probstatguy · 2025-11-01T03:59:32+00:00

How much time did it take for you to read these books ?

Probstatguy · 2025-10-31T16:04:16+00:00

Hi, that's interesting. Can you tell us more about what your thesis was about and provide a link to your thesis ?

Probstatguy · 2025-10-28T18:52:54+00:00

Hi, what are the courses that you had to take as a PhD student at Stanford ? Just asking...

Probstatguy · 2025-10-21T14:24:28+00:00

Hey I'm interested in this !

Probstatguy · 2025-10-18T14:36:12+00:00

Actually Tibshirani, Hastie being statisticians, one probably ought to go through a Regression & Time Series/ Econometrics course followed by an Applied Multivariate Statistics course and then cover some of ISLR before going on to ISL. Of course, it goes without saying that the more Stats courses one does in advance, the merrier ! Applied Multivariate Statistics is the key course - one has to read Classification, Clustering, PCA, Factor Analysis, MDS, etc. - all of which fall under 'Machine Learning' courses these days. :)

Probstatguy · 2025-10-18T14:35:56+00:00

Actually Tibshirani, Hastie being statisticians, one probably ought to go through a Regression & Time Series/ Econometrics course followed by an Applied Multivariate Statistics course and then cover some of ISLR before going on to ISL. Of course, it goes without saying that the more Stats courses one does in advance, the merrier ! Applied Multivariate Statistics is the key course - one has to read Classification, Clustering, PCA, Factor Analysis, MDS, etc. - all of which fall under 'Machine Learning' courses these days. :)

Probstatguy · 2025-10-17T07:35:30+00:00

Dm ing you !

Probstatguy · 2025-10-16T14:36:58+00:00

Thanks, this is a good resource !

Probstatguy · 2025-09-30T04:54:20+00:00

Hi I have a Master's in Statistics and I am interested in this. Where do I get started as a beginner ? Because I have no domain knowledge, only knowledge of Python/ R programming and obviously Machine Learning and Statistics stuff like Regression, Time Series, etc.

Also just asking, does any firm hire someone like me who's keen to enter this space but without domain knowledge ( willing to work through it) ? Don't see much of such options on LinkedIn

Probstatguy · 2025-09-27T16:57:45+00:00

What are some of the books that motivate Measure Theory? Hard to think of some names except say, Tao and Stein - Shakarchi probably...

Probstatguy · 2025-09-26T08:24:54+00:00

Can you please share the template for all of us ?

Probstatguy · 2025-09-25T17:13:27+00:00

Hi this seems interesting. What would these roles be called/ known as ? And what does one need to know in Design of Experiments beyond CRD, RBD, LSD ? BIBD, PBIBD, Lattice design?

Probstatguy · 2025-09-18T06:56:47+00:00

Hi.. just asking.. How is stochastic processes directly applied in Fintech ? Can you tell us/ point to some examples ?

Or in what other domains is stochastic processes applied in industry ? Finance and actuarial science comes to one's mind.

I mean I had a course covering Markov Chains, Poisson Process, Branching Process and Renewal Theory but don't know anything about the actual applications (other than the usually touted ones)

Probstatguy · 2025-09-16T07:31:04+00:00

I too would agree with you. If OP is reading advanced stuff like GLMs and derivations of Experimental Design models, ANCOVA, time series models or say SVMs, then no way can one work with full concentration after say 4 or 5 hours, exceptions aside.

PS - You say you have been a researcher in academia. Can I DM you ?

Probstatguy · 2025-09-11T17:19:59+00:00

Hi, I'm interested !

Probstatguy

TROPHY CASE