I've finished studying a full textbook on linear algebra and another on statistics. I've done most of the practice problems and I understand everything covered in these books very well. But I need to know more. Specifically, I'd like to understand more about:

Question

- Gauss Markov Theory
- Unbiased Estimators
- Bayesian Stats
- Covariance Matrices

I can find concise articles that cover all of these things, but I find those very hard to learn from. I like learning from college textbooks because they tend to have very elaborate explanations, great diagrams, are extremely well edited, and have full sets of practice problems.

I can find great textbooks on the simpler stuff (basic stats + matrix theory) and hard to learn from articles on the more advanced stuff, but can I get a nice, polished textbook, with full explanations and practice problems in the subject area that I mentioned? What subject would I look for?

Answer 1

You could try to study from books written for physicists or engineers. They often use more transparant notations and focus on applications which can help. Also, it may be the case that you like less abstract subjects more than pure math. In that case you should consider switching to (theoretical) physics.

So, it could be that the book by N.G. van Kampen: Stochastic processes in physics and chemistry. New York: North-Holland, 1981., is easier to read for you.

Answer 2

Thanks for the great suggestion Count. I ordered the third edition of that book from Amazon. The TOC looks great. Thanks!