Textbook Recommendation: "π°πππππ ππππππ ππ π΄πππππππππππ πΊπππππππππ" by Hogg, McKean, and Craig
A good book for intermediate and graduate courses in mathematical statistics
If you are studying mathematical statistics1 at the upper-undergraduate or graduate level, then I encourage you to use the textbook "Introduction to Mathematical Statistics" by Robert Hogg, Joseph McKean, and Allen Craig.
The examples and exercises are the best features of this book; by completing them, I absorbed the underlying concepts deeply, gained statistical intuition, and built my mathematical maturity. The explanations are fairly good, too. Unlike some other textbooks in mathematical statistics, this book does not tend to skip steps or assume that readers can make the logical leaps in the proofs.
This book is meant for intermediate university courses in mathematical statistics. However, I found it to be quite useful for my graduate courses, too.
To the best of my knowledge, the 8th edition is the latest edition (as of April, 2025). Pearson is the publisher.
If you are just starting to learn mathematical statistics at the lower-undergraduate level, read my earliest post for another suggestion.