I am still a freshmen taking statistics and am disappointed with a second semester statistical theory course which just raves on from typical distributions to bi-variate random variables to random variable functions and Order Statistics.
I am mad with my teacher who pretty much expects the class to "remember" he theories and fails to explain their origin or source.
Although I am yet to learn Analysis or collegiate integral calculus for that matter I found this book "An Outline of Statistical Theory - Goon, Gupta, Dasgupta" which teaches probability from a measure theoretic perspective and am enjoying it. Although I don't get concepts like the Lebesgue-Stieltjes integral, I am however enjoying the rigor and the grassroot teaching of the book.
Looking for books on measure theory/ Probability that might further help me understand statistics properly instead of superficially. Any suggestions will be greatly appreciated..
