Introduction to Statistical Thought by Michael Lavine

This book is intended as an upper level undergraduate or introductory graduate textbook in statistical thinking with a likelihood emphasis for students with a good knowledge of
calculus and the ability to think abstractly. By “statistical thinking” is meant a focus on ideas that statisticians care about as opposed to technical details of how to put those ideas into practice. By “likelihood emphasis” is meant that the likelihood function and likelihood principle are unifying ideas throughout the text. Another unusual aspect is the use of statistical software as a pedagogical tool. That is, instead of viewing the computer merely as a convenient and accurate calculating device, we use computer calculation and simulation as another way of explaining and helping readers understand the underlying concepts.

Our software of choice is R (R Development Core Team [2006]). R and accompanying manuals are available for free download from http://www.r-project.org. You may wish to download An Introduction to R to keep as a reference. It is highly recommended that you try all the examples in R. They will help you understand concepts, give you a little programming experience, and give you facility with a very flexible statistical software package. And don’t just try the examples as written. Vary them a little; play around with them; experiment. You won’t hurt anything and you’ll learn a lot.