Having just completed my Bachelor with a major in math and physics, I am aware that due to my chosen specialisation, I lack a good training and exposure in statistics beyond the first year.
Could anyone recommend a good book on statistics where the author uses Wolfram Mathematica as a computational tool?
For many examples showing the power of Mathematica to perform statistical calculations, see Mathematical Statistics with Mathematica by Colin Rose and Murray D. Smith.
Rose is active on this site, answering (at this point) over 100 questions with code and illustrations generated with the associated software, MathStatica. You can find links to them through his CV user profile.
There are not too many books of that sort.
One that looks nice (for mathematical statistics) is https://www.amazon.com/Mathematical-Statistics-Mathematica-Springer-Texts/dp/0387952349/ref=sr_1_2?s=books&ie=UTF8&qid=1511959110&sr=1-2&keywords=mathematica++statistics which should fit your background in math and physics.
Another one, more oriented to practical data analysis is https://www.amazon.com/Statistics-Mathematica-Martha-L-Abell/dp/0120415542/ref=sr_1_1?s=books&ie=UTF8&qid=1511959110&sr=1-1&keywords=mathematica++statistics .
There seems to be very little overlap between the two.
