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1、ToIsaPrefaceTakenliterally,thetitle“AllofStatistics”isanexaggeration.Butinspirit,thetitleisapt,asthebookdoescoveramuchbroaderrangeoftopicsthanatypicalintroductorybookonmathematicalstatistics.Thisbookisforpeoplewhowanttolearnprobabilityandstatisticsquickly.Itissu
2、itableforgraduateoradvancedundergraduatestudentsincomputerscience,mathematics,statistics,andrelateddisciplines.Thebookincludesmoderntopicslikenonparametriccurveestimation,bootstrapping,andclas-sification,topicsthatareusuallyrelegatedtofollow-upcourses.Thereaderis
3、presumedtoknowcalculusandalittlelinearalgebra.Nopreviousknowledgeofprobabilityandstatisticsisrequired.Statistics,datamining,andmachinelearningareallconcernedwithcollectingandanalyzingdata.Forsometime,statisticsresearchwascon-ductedinstatisticsdepartmentswhiledat
4、aminingandmachinelearningre-searchwasconductedincomputersciencedepartments.Statisticiansthoughtthatcomputerscientistswerereinventingthewheel.Computerscientiststhoughtthatstatisticaltheorydidn’tapplytotheirproblems.Thingsarechanging.Statisticiansnowrecognizethatc
5、omputerscientistsaremakingnovelcontributionswhilecomputerscientistsnowrecognizethegeneralityofstatisticaltheoryandmethodology.Cleverdataminingalgo-rithmsaremorescalablethanstatisticianseverthoughtpossible.Formalsta-tisticaltheoryismorepervasivethancomputerscient
6、istshadrealized.Studentswhoanalyzedata,orwhoaspiretodevelopnewmethodsforanalyzingdata,shouldbewellgroundedinbasicprobabilityandmathematicalstatistics.Usingfancytoolslikeneuralnets,boosting,andsupportvectorviiiPrefacemachineswithoutunderstandingbasicstatisticsisl
7、ikedoingbrainsurgerybeforeknowinghowtouseaband-aid.Butwherecanstudentslearnbasicprobabilityandstatisticsquickly?Nowhere.Atleast,thatwasmyconclusionwhenmycomputersciencecolleagueskeptaskingme:“WherecanIsendmystudentstogetagoodunderstandingofmodernstatisticsquickl
8、y?”Thetypicalmathematicalstatisticscoursespendstoomuchtimeontediousanduninspiringtopics(countingmethods,twodi-mensionalintegrals,etc.)attheexpenseofcoveringmodernconc
