this is a subject that time and again shows up, and I've read old postings. Still: I am taking an intro class in statistics from a Math department (Junior/Senior level). It is pretty intense (it's statistics and probability) and has a strong math component (calculus as well as linear algebra are required and used throughout the class). Exercises are done using R most of the time. The book we follow is an unedited book from the lecturer, and it's OK, but even though it's strong in the math part, it doesn't give a lot of examples nor tackles the very important aspects of why we do some things or what's the importance of this or that. I read here that a lot of people love Sheldon Ross' books, but when I looked at them, the equation parts are way below what we are doing. Is there a book like that, but more in depth in the math part? Thank you so much for any suggestion and why.
Consider Modern Mathematical Statistics with Applications by Devore and Berk. Its calculus based and uses a bit of linear algebra, but livens it up by applying it to real data and usually discusses motivations for methods. As a bonus, there are answers to a lot of the problems in the back of the book.