Brad Efron is the modern day superstar of statistics. Wouldn't it be nice to take courses from him? For those of us not in Stanfords stats program this is the next best thing. Learning statistics from the master himself.
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There is no stats book I have read more times than "computer age statistical inference". I picked up my copy of this book from JSM when the book was first released. I stood in line to get my book signed by Brad Efron and Trevor Hastie. If you have never read anything by Brad Efron you are missing out. He has a certain style to his writing that is entertaining and educating. He often finds ways to add humor to his writing. Brad Efron has received many awards for the invention of the bootstrap he has spent much of his recent years on Empirical Bayes methods. This book reads like a history book but you will learn all the foundational statistical theory along the way. The book is broken into three parts. First is classical inference. Second is early computer age methods. The third section is 21st century topics. I really like the coverage of exponential families in this book. He has a nice table in this section showing the relationship of the families. I recently found that Brad Efron has written a monograph on exponential families which will be released around March of 2023.
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