Lectures on Probability, Statistics and Econometrics
by Marco Taboga
Publisher: statlect.com 2010
This e-book is organized as a website that provides access to a series of lectures on fundamentals of probability, statistics and econometrics, as well as to a number of exercises on the same topics. The level is intermediate.
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by Matthias Vallentin
The cookbook contains a succinct representation of various topics in probability theory and statistics. It provides a comprehensive reference reduced to the mathematical essence, rather than aiming for elaborate explanations.
This book is developed as a free, collaborative and interactive learning environment for elementary probability and statistics education. The book blends information technology, scientific techniques and modern pedagogical concepts.
by Terence Tao
This is a textbook for a graduate course on random matrix theory, inspired by recent developments in the subject. This text focuses on foundational topics in random matrix theory upon which the most recent work has been based.
by D. Pollard - Springer
Selected parts of empirical process theory, with applications to mathematical statistics. The book describes the combinatorial ideas needed to prove maximal inequalities for empirical processes indexed by classes of sets or classes of functions.