1

I'm currently studying joint distribution functions (discrete and continuous) with their expectation, variance and covariance etc. I would like to get as much practice as possible. Can you suggest books/sources for practising such problems?

user708015
  • 23
  • 3
  • Does this answer your question? [Path to mathematical statistics without analysis background: ideal textbook for self study](https://stats.stackexchange.com/questions/160261/path-to-mathematical-statistics-without-analysis-background-ideal-textbook-for) –  Aug 23 '21 at 07:16

1 Answers1

1

Answers to such questions always involve opinions. So here are a couple of opinions.

(1) Wackerly, Mendenhall, Scheaffer: Math. Stat. with Appl is available in several editions. (Probability parts have been published in a shorter book under Schaeffer's name.) Separate student guides, containing skeletal solutions and answers to some questions, are available for some editions. For your purposes, an older edition at a cheaper price would be as good as the latest edition.

I have taught from several editions. The material of interest to you requires multivariate calculus. Worked examples are well chosen. The approach is transparent, and often too wordy to be called elegant--perhaps what you need for self study. Later editions mention the use of R, but do not use computer technology meaningfully.

(2) Another possibility is Bain, Englehardt: Intro. to Probability and Math. Stat., available in paperback. The approach is a little more oriented toward practical applications than in Mendenhall et al., but sufficiently rigorous for an introduction. Terse answers to nearly half of the problems in the back of the book. No use of computer technology for solutions.

BruceET
  • 47,896
  • 2
  • 28
  • 76