ToIsaPrefaceTakenliterally,thetitle“AllofStatistics”isanexaggeration.Butinspirit,thetitleisapt,asthebookdoescoveramuchbroaderrangeoftopicsthanatypicalintroductorybookonmathematicalstatistics.Thisbookisforpeoplewhowanttolearnprobabilityandstatisticsquickly.Itissuitableforgraduateoradvancedundergraduatestudentsincomputerscience,mathematics,statistics,andrelateddisciplines.Thebookincludesmoderntopicslikenonparametriccurveestimation,bootstrapping,andclas-sification,topicsthatareusuallyrelegatedtofollow-upcourses.Thereaderispresumedtoknowcalculusandalittlelinearalgebra.Nopreviousknowledgeofprobabilityandstatisticsisrequired.Statistics,datamining,andmachinelearningareallconcernedwithcollectingandanalyzingdata.Forsometime,statisticsresearchwascon-ductedinstatisticsdepartmentswhiledataminingandmachinelearningre-searchwasconductedincomputersciencedepartments.Statisticiansthoughtthatcomputerscientistswerereinventingthewheel.Computerscientiststhoughtthatstatisticaltheorydidn’tapplytotheirproblems.Thingsarechanging.Statisticiansnowrecognizethatcomputerscientistsaremakingnovelcontributionswhilecomputerscientistsnowrecognizethegeneralityofstatisticaltheoryandmethodology.Cleverdataminingalgo-rithmsaremorescalablethanstatisticianseverthoughtpossible.Formalsta-tisticaltheoryismorepervasivethancomputerscientistshadrealized.Studentswhoanalyzedata,orwhoaspiretodevelopnewmethodsforanalyzingdata,shouldbewellgroundedinbasicprobabilityandmathematicalstatistics.Usingfancytoolslikeneuralnets,boosting,andsupportvectorviiiPrefacemachineswithoutunderstandingbasicstatisticsislikedoingbrainsurgerybeforeknowinghowtouseaband-aid.Butwherecanstudentslearnbasicprobabilityandstatisticsquickly?Nowhere.Atleast,thatwasmyconclusionwhenmycomputersciencecolleagueskeptaskingme:“WherecanIsendmystudentstogetagoodunderstandingofmodernstatisticsquickly?”Thetypicalmathematicalstatisticscoursespendstoomuchtimeontediousanduninspiringtopics(countingmethods,twodi-mensionalintegrals,etc.)attheexpenseofcoveringm...
