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1、ToIsaPrefaceTakenliterally,thetitle“AllofStatistics”isanexaggeration.Butinspirit,thetitleisapt,asthebookdoescoveramuchbroaderrangeoftopicsthanatypicalintroductorybookonmathematicalstatistics.Thisbookisforpeoplewhowanttolearnprobabilityandstatisticsquickly
2、.Itissuitableforgraduateoradvancedundergraduatestudentsincomputerscience,mathematics,statistics,andrelateddisciplines.Thebookincludesmoderntopicslikenonparametriccurveestimation,bootstrapping,andclas-sification,topicsthatareusuallyrelegatedtofollow-upcours
3、es.Thereaderispresumedtoknowcalculusandalittlelinearalgebra.Nopreviousknowledgeofprobabilityandstatisticsisrequired.Statistics,datamining,andmachinelearningareallconcernedwithcollectingandanalyzingdata.Forsometime,statisticsresearchwascon-ductedinstatisti
4、csdepartmentswhiledataminingandmachinelearningre-searchwasconductedincomputersciencedepartments.Statisticiansthoughtthatcomputerscientistswerereinventingthewheel.Computerscientiststhoughtthatstatisticaltheorydidn’tapplytotheirproblems.Thingsarechanging.St
5、atisticiansnowrecognizethatcomputerscientistsaremakingnovelcontributionswhilecomputerscientistsnowrecognizethegeneralityofstatisticaltheoryandmethodology.Cleverdataminingalgo-rithmsaremorescalablethanstatisticianseverthoughtpossible.Formalsta-tisticaltheo
6、ryismorepervasivethancomputerscientistshadrealized.Studentswhoanalyzedata,orwhoaspiretodevelopnewmethodsforanalyzingdata,shouldbewellgroundedinbasicprobabilityandmathematicalstatistics.Usingfancytoolslikeneuralnets,boosting,andsupportvectorviiiPrefacemach
7、ineswithoutunderstandingbasicstatisticsislikedoingbrainsurgerybeforeknowinghowtouseaband-aid.Butwherecanstudentslearnbasicprobabilityandstatisticsquickly?Nowhere.Atleast,thatwasmyconclusionwhenmycomputersciencecolleagueskeptaskingme:“WherecanIsendmystuden
8、tstogetagoodunderstandingofmodernstatisticsquickly?”Thetypicalmathematicalstatisticscoursespendstoomuchtimeontediousanduninspiringtopics(countingmethods,twodi-mensionalintegrals,etc.)attheexpenseofcoveringmodernconc
