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1、MathematicalStatistics:AUnifiedIntroductionGeorgeR.TerrellSpringerTeacher’sPrefaceWhyanothertextbook?Thestatisticalcommunitygenerallyagreesthatattheupperundergraduatelevel,orthebeginningmasterslevel,studentsofstatisticsshouldbegintostudythemathematicalmethodsofthefie
2、ld.Weassumethatbythentheywillhavestudiedtheusualtwo-yearcollegesequence,includingcalculusthroughmultipleintegralsandthebasicsofmatrixalgebra.Therefore,theyarereadytolearnthefoundationsoftheirsubject,inmuchmoredepththanisusualinanapplied,cookbook,introductiontostatis
3、ticalmethodology.Thereareanumberofwell-written,widelyusedtextbooksforsuchacourse.Theseseemtoreflectaconsensusforwhatneedstobetaughtandhowitshouldbetaught.So,whydoweneedyetanotherbookforthisspotinthecurriculum?Ilearnedmathematicalstatisticswiththehelpofthestandardtext
4、s.Sincethen,Ihavetaughtthiscourseandsimilaronesmanytimes,atseveraldifferentuniversi-ties,usingwell-thought-oftextbooks.Butfromthebeginning,Ifeltthatsomethingwaswrong.Ittookmeseveralyearstoarticulatetheproblem,andmanymoretoassemblemysolutionintothebookyouhaveinyourha
5、nd.Yousee,Ispendtherestofmydayinstatisticalconsultingandstatisticalre-search.Ishouldhavebeenpreparingmymathematicalstatisticsstudentstojoinmeinthisexcitingwork.Butfromseeingwhatthebettergraduatingseniorsandbeginninggraduatestudentsusuallyknew,Iconcludedthatthestanda
6、rdcurricu-lumwasnotteachingthemtobesophisticatedcitizensofthestatisticalcommunity.Theseablestudentsseemedtobewellinformedaboutasetofnarrow,technicalissuesandatthesametimeembarrassinglylackinginanyunderstandingofmorefundamentalmatters.Forexample,manyofthemcoulddiscou
7、rselearnedlyonwhichsourcesofvariationweretestableincomplicatedlinearmodels.Buttheybecametongue-tiedwhenaskedtoexplain,inEnglish,whatthepresenceofsomeinteractionmeantforthereal-worldexperimentunderdiscussion!viTeachersPrefaceWhatwentwrong?Ihavecometobelievethatthepro
8、blemliesinourhistory.Thefirstmoderntextbookswerewritteninthe1950s.ThiswasattheendoftheHeroicAgeofstatistics,roughly,thefirsthalfofthetwentie