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1、ToIsaPrefaceTakenliterally,thetitle“AllofStatistics”isanexaggeration.Butinspirit,thetitleisapt,asthebookdoescoveramuchbroaderrangeoftopicsthanatypicalintroductorybookonmathematicalstatistics.Thisbookisforpeoplewhowanttolearnprobabilityandstatisticsquickly.Itissuitableforgraduateoradvancedundergradu
2、atestudentsincomputerscience,mathematics,statistics,andrelateddisciplines.Thebookincludesmoderntopicslikenonparametriccurveestimation,bootstrapping,andclas-sification,topicsthatareusuallyrelegatedtofollow-upcourses.Thereaderispresumedtoknowcalculusandalittlelinearalgebra.Nopreviousknowledgeofprobabi
3、lityandstatisticsisrequired.Statistics,datamining,andmachinelearningareallconcernedwithcollectingandanalyzingdata.Forsometime,statisticsresearchwascon-ductedinstatisticsdepartmentswhiledataminingandmachinelearningre-searchwasconductedincomputersciencedepartments.Statisticiansthoughtthatcomputerscie
4、ntistswerereinventingthewheel.Computerscientiststhoughtthatstatisticaltheorydidn’tapplytotheirproblems.Thingsarechanging.Statisticiansnowrecognizethatcomputerscientistsaremakingnovelcontributionswhilecomputerscientistsnowrecognizethegeneralityofstatisticaltheoryandmethodology.Cleverdataminingalgo-r
5、ithmsaremorescalablethanstatisticianseverthoughtpossible.Formalsta-tisticaltheoryismorepervasivethancomputerscientistshadrealized.Studentswhoanalyzedata,orwhoaspiretodevelopnewmethodsforanalyzingdata,shouldbewellgroundedinbasicprobabilityandmathematicalstatistics.Usingfancytoolslikeneuralnets,boost
6、ing,andsupportvectorviiiPrefacemachineswithoutunderstandingbasicstatisticsislikedoingbrainsurgerybeforeknowinghowtouseaband-aid.Butwherecanstudentslearnbasicprobabilityandstatisticsquickly?Nowhere.Atleast,thatwasmyconclusionwhenmycomputersciencecolleagueskeptaskingme:“WherecanIsendmystudentstogetag
7、oodunderstandingofmodernstatisticsquickly?”Thetypicalmathematicalstatisticscoursespendstoomuchtimeontediousanduninspiringtopics(countingmethods,twodi-mensionalintegrals,etc.)attheexpenseofcoveringmodernconc