概率統(tǒng)計隨機過程 概率論與數(shù)理統(tǒng)計(第4版) 盛驟 考研必備 概率論與數(shù)理統(tǒng)計教程(第2版) 茆詩松 概率論與數(shù)理統(tǒng)計 陳希孺 概率論基礎(chǔ)教程(第8版) 羅斯、鄭忠國譯（已經(jīng)出第9版，也是最后一版）第7版答案http://www.docin.com/p-109941348.html 概率論與數(shù)理統(tǒng)計(第3版改編版) 德格奧特、 謝爾維斯 概率統(tǒng)計(英文版第4版）德格魯特、舍維什 概率與統(tǒng)計(英文版)Ronald E.Walpole;Raymond H.Myers;Sharon L.Myers;Keying Ye 概率論(英文版) 皮特曼 應用隨機過程:概率模型導論(第10版) 羅斯、龔光魯譯 概率、統(tǒng)計與隨機過程(第4版)(英文版) 亨利斯塔克(Henry Stark)、 Schaum's Outlines - Probability, Random Variables And Random Processes Schaum's Easy Outline of Probability and Statistics. Schaum's Outline of Beginning Statistics, 2 Edition Schaum's Outlines - Elements of Statistics I - Descriptive Statistics and Probability Schaum's Outlines - Elements of Statistics II - Inferential Statistics Applied Multivariate Statistical Analysis (6th Ed)RICHARD A. JOHNSON Multivariate Data Analysis (7th Edition) Joseph F. Hair, William C. Black, Barry J. Babin, Rolph E. Anderson A Modern Introduction to Probability and Statistics_Understanding Why and How Dekking 輔導書 概率論與數(shù)理統(tǒng)計教程:習題與解答(第2版) 茆詩松 概率論與數(shù)理統(tǒng)計習題全解指南(浙大·第4版) 盛驟 Schaum's Outline of Theory and Problems of Probability and Statistics
統(tǒng)計學 統(tǒng)計學，David Freedman等著，魏宗舒，施錫銓等譯 中國統(tǒng)計出版社 （據(jù)說是統(tǒng)計思想講得最好的一本書，讀了部分章節(jié)，受益很多。整本書幾乎沒有公式，但是講到了統(tǒng)計思想的精髓。） Mind on statistics(英文版）， 機械工業(yè)出版社 （只需要高中的數(shù)學水平，統(tǒng)計的掃盲書。有一句話影響很深：Mathematics as to statistics is something like hammer, nails, wood as to a house, it's just the material and tools but not the house itself。） 數(shù)理統(tǒng)計與數(shù)據(jù)分析（原書第3版）機械工業(yè)出版社 （看了就發(fā)現(xiàn)和國內(nèi)的數(shù)理統(tǒng)計樹有明顯的不同。這本書理念很好，講了很多新的東西，把很熱門的Bootstrap方法和傳統(tǒng)統(tǒng)計在一起講了。Amazon上有書評。） Business Statistics a decision making approach（影印版）中國統(tǒng)計出版社（在實務中很實用的東西，雖然往往為數(shù)理統(tǒng)計的老師所不屑） Understanding Statistics in the behavioral science（影印版） 中國統(tǒng)計出版社 （和上面那本是一個系列的。老外的書都挺有意思的） 探索性數(shù)據(jù)分析，中國統(tǒng)計出版社（和第一本是一個系列的。大家好好看看陳希儒老先生做的序，可以說是對中國數(shù)理統(tǒng)計的一種反思） 商務與經(jīng)濟統(tǒng)計（原書第11版）安德森(Anderson D R.）等（會代數(shù)就讀得懂這本書，美國最暢銷的商務統(tǒng)計著作） 統(tǒng)計學(原書第5版) 門登霍爾(William Mendenhall)、辛塞奇(Terry Sincich) 統(tǒng)計模型：理論和實踐（原書第2版） 弗里曼(David A.Freedman)、 Elements of Statistics 6ed，Arthur L Bowley 世界上第一本統(tǒng)計學教材 Introduction to the Theory of Statistics 14ed, George Udny Yule and Sir Maurice Kendall Introduction to the Theory of Statistics 3rd Edition by Alexander M. Mooda Introductory Statistics, Third Edition. Sheldon Ross.
概率論：初中等 Théorie analytique des probabilités,Laplace,1812 Calcul des probabilités by Henri Poincaré , 1912 2ed Introduction to mathematical probability, Uspensky,1937 Random Variables and Probability Distributions 3th Harald Cramér The elements of probability theory and some of its application 2ed Harald Cramér Mathematical Methods of Statistics: Harald Cramér 概率論導引（蘇）柯爾莫戈洛夫等著；周概容，肖慧敏譯 概率論基礎(chǔ)(第3版) 李賢平(有輔導書) 初等概率論(第4版)(英文版) 鐘開萊 概率論及其應用 第1卷 (第3版)威廉·費勒（有輔導書） 概率論（第2版）蘇淳 概率論及數(shù)理統(tǒng)計(上)(第4版)鄧集賢（有輔導書） Probability and Random Processes 3rd ed - G. Grimmett, D. Stirzaker（有輔導書） Theory of Probability，2ed Gnedenko 概率與信息 （蘇）雅格洛姆（А.М.Яглом） Theory of Probability 3rd ed. H.Jeffreys Stochastics - Introduction to Probability and Statistics,Hans-Otto Georgii Probability Via Expectation(Whittle) An Intermediate Course in Probability (Allan Gut) Applied probability (2ed., Springer, 2010)Lange K
高等 Foundations of the Theory of Probability 2ed,A. N. KOLMOGOROV 概率論教程:英文版(第3版) 鐘開萊 概率論及其應用 第2卷(第3版)/威廉·費勒 概率論(第1,2卷)(第4版) M.Loeve 概率論（日）伊藤清著 劉璋溫譯 概率(第1,2卷)(修訂和補充第3版) 施利亞耶夫 高等概率論及其應用胡迪鶴 測度與概率(第2版)嚴士健 測度論與概率論基礎(chǔ)(程士宏) Kallenberg的Foundations of modern probability 2ed David Williams的Probability with martingales Chow.Y.S的Probability Theory: Independence, Interchangeability, Martingales 3ed 華人數(shù)學家 周元燊 Sheldon M Ross的A Second Course in Probability R. Durrett 的Probability Theory and Examples 4th edition Billingsley的Probability and Measure 3rd Edition Athreya的Measure Theory And Probability Theory Erhan Cnlar的GTM261.Probability and Stochastics Malliavin.P的GTM157.Integration.and.Probability A. Rényi的 Foundations of Probability Jacod J的Probability Essentials （法國教材，只有200多頁，特別適用于經(jīng)濟學方向，網(wǎng)上有答案） Probability Theory (1996)Heinz Bauer Probability for Statisticians (Galen R. Shorack) Fristedt. A modern approach to probability theory. 1997. Klenke，Probability Theory - A Comprehensive Course 2ed，2013 A basic course in probability theory（不到200頁的，高等概率論教材，短小精悍） J.C. Taylor (1997), An introduction to measure and probability. Springer, L. Breiman (1992), Probability. SIAM, Philadelphia. Probability Theory(Universitext) ,Borovkov, Alexandr A. 2013,Springer , Probability: A Graduate Course Allan Gut 2013,Springer Probability(Davar. Khoshnevisan)GSM080 Real Analysis and Probability.DUDLEY Theory of Probability and Random Processes (Leonid B. Koralov, Yakov G. Sinai). Probability for Statistics and Machine Learning Fundamentals and Advanced Topics ,Gupta Fundamentals of Probability A First Course Gupta A User's Guide to Measure Theoretic Probability , Pollard Theory of Probability and Random Processes, Leonid Koralov，Yakov G. Sinai Knowing the Odds: An Introduction to Probability,John B. Walshs Mathematics of Probability (Graduate Studies in Mathematics) Daniel W. Stroock The Theory of Probability: Explorations and Applications,Venkatesh Advanced Probability Theory(荊炳義 高等概率講義)
輔導書 Schaum's Outlines - Probability, Random Variables And Random Processes 概率論基礎(chǔ)學習指導書 李賢平 陳子毅 概率論題解1000例(英文版) G.格里梅特、D.斯特扎克 概率論習題集施利亞耶夫、 蘇淳譯概率論題解（英文版） T.M.Mills,Problems in Probability Probability through problem, capinski Exercises in Probability: A Guided Tour from Measure Theory to Random Processes，L. Chaumont and M. Yor Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions ,A. A. Sveshnikov Theoretical Exercises in Probability and Statistics, 2nd Edition W.Feller 第1卷 概率論及其應用題解 陳希孺 王道益，分析概率論與隨機過程習題解析（包含了胡迪鶴寫的分析概率和隨機過程的習題解答） 概率論教程題解,北京化工學院數(shù)學教研室（Gnedenko概率論的習題解答） 概率論習題集 （蘇）Л.Д.梅沙爾金著；盛驟等譯 概率論習題集（蘇）特羅高夫切夫等著；何聲武等譯
數(shù)理統(tǒng)計：初中等 Mathematical Methods of Statistics: Harald Cramér Mathematical Statistics Van der Waerden B. L 數(shù)理統(tǒng)計學教程 陳希孺 數(shù)理統(tǒng)計學講義 陳家鼎 解答http://www.docin.com/p-437425905.html Mathematical Statistics :Basic Ideas and Selected Topics(1版有中文輔導書，第2版分了2卷，第一卷出版了，第二卷據(jù)作者說2013年出版) Kendall's Advanced Theory of Statistics v2,3 第2卷講統(tǒng)計推斷 第3卷講實驗設(shè)計與時間序列 （第3版有輔導書） V.K.Rohatgi的An Introduction to Probability Theory and Mathematical Statistics Stochastics - Introduction to Probability and Statistics,Hans-Otto Georgii 數(shù)理統(tǒng)計學導論(英文版第7版) 霍格（第4版有輔導書） 高等統(tǒng)計學，鄭忠國、童行偉、 趙慧 數(shù)理統(tǒng)計,韋來生 Pestman,Wiebe R的Mathematical Statistics 有輔導書 概率論及數(shù)理統(tǒng)計(下冊)(第4版)鄧集賢（有輔導書） Samuel S. Wilks的Mathematical Statistics Rao C.R. 的Linear Statistical Inference and its applications 2ed(倪國熙，陳希孺寫了這本書的部分參考答案) TheoreticalStatistics, D. R. Cox,D.V. Hinkley（有輔導書） Boos,Essential Statistical Inference Theory and Methods.2013 StatisticalInference, 2nd edition, by George Casella Modern Mathematical Statistics with Applications Devore,.Berk,.2ed 2012
高等 測度論 Jun Shao Mathematical Statistics (2nd ed.) 數(shù)理統(tǒng)計引論 陳希孺 高等數(shù)理統(tǒng)計 陳希孺（習題解答占了書的一半） 高等數(shù)理統(tǒng)計(第2版) 茆詩松 Mathematical Theory of Statistics:Statistical Experiments and Asymptotic Decision Theory Theory of Statistics 2ed Mark J. Sachervish Advanced Statistics: Volume 1: Description of Populations ,Shelby J. Haberma Abstract Inference ,Grenander U. Mathematical statistics,Borovkov, Alexandr A. Theoretical Statistics: Topics for a Core Course Robert W. Keener （書后有解答，適合數(shù)學專業(yè)統(tǒng)計學研究生課程使用，是2010年Springer出版社剛出版書。密歇根大學教授，他同時是Institute of Mathematical Statistics的fellow） Korostelev Mathematical Statistics: Asymptotic Minimax Theory Lehmann,Testing Statistical Hypotheses.3ed Lehmann,Theory of Point Estimation.2ed Lehmann,Elements of Large-sample Theory Asymtotic statistics A.W. van der Vaart Asymptotic Methods in Statistical Decision Theory.Le Cam, Advanced Mathematical Statistics I(荊炳義 高等統(tǒng)計學講義)
輔導書 數(shù)理統(tǒng)計習題教程(上下)李澤慧 J.Bickel 第一版解答 Mathematical Statistics -- Exercises and Solutions，Jun Shao Mathematical Statistics Problems and Detailed Solutions ，Pestman, Wiebe R. Alberink, Ivo B 數(shù)理統(tǒng)計學導論習題詳解R.V霍格http://www.docin.com/p-287034823.html 概率論及數(shù)理統(tǒng)計（上下）習題解答 許劉俊 A. A. Sveshnikov的Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions 倪國熙，陳希孺著 線性統(tǒng)計與線性代數(shù) 參考資料 Problems and solutions in theoreticalstatistics， David Roxbee Cox Exercises in Theoretical Statistics: With Answers and Hints on Solutions by Sir Maurice Kendall Problems in mathematical statistics G.Ivchenko Basics of Modern Mathematical Statistics: Exercises and Solutions (Springer Texts in Statistics) H?rdle Solutions Manual to Mathematical Statistics Asymptotic Minimax Theory http://www.docin.com/p-706903193.html
多元統(tǒng)計 An Introduction to Multivariate Statistical Analysis (T.W.Anderson 3ed) Aspects of multivariate statistical theory 2ed ROBB J. MUIRHEAD Methods of Multivariate.Analysis.(2nd.Ed.)ALVIN C. RENCHER Applied Multivariate Statistical Analysis (3rd editionWolfgang Karl Hrdle, Léopold Simar )有輔導書 Multivariate Statistical Analysis 2nd ed Revised and Expanded By Giri 2004 Marcel dekker Book 有輔導書 Theory of Multivariate Statistics，M.Bilodeau, D.Brenner Multivariate Analysis 2ed ,M. Kendall 離散多元分析：理論與實踐（Yvonne M.M.Bishop Stephen E.Fienberg Paul W.Holland） 多元統(tǒng)計分析引論，張堯庭 方開泰 應用多元統(tǒng)計分析，高惠璇 Topics in Multivariate Approximation and Interpolation , K. Jetter (Elsevier, 2006) Multivariate Statistics with R Paul J. Hewson 2009 Applied Multivariate Statistics with SAS Software, Second Edition SAS Institute Modern Multivariate Statistical Techniques.Regression.classification.and.manifold.learning,Alan Julian Izenman Multivariate Statistics High-Dimensional and Large-Sample Approximations,Fujikoshi
輔導書 Multivariate Statistics -- Exercises and Solutions, Hardle, Springer 2007 多元統(tǒng)計分析習題選解，吉林大學數(shù)學系編寫組（Giri 的部分題解） 統(tǒng)計分布論（運用概率統(tǒng)計研究各種分布函數(shù)的性質(zhì)） Kendall's Advanced Theory of Statistics vol 1 主要講分布論（第3版有輔導書） Norman L. Johnson的Univariate Discrete Distributions, 3ed Kocherlakota的Bivariate Discrete Distributions Norman L. Johnson的Discrete Multivariate Distributions Norman Norman L. Johnson的Continuous Univariate Distributions, Vol. 1，2 N. Balakrishnan的Continuous Bivariate Distributions Norman L. Johnson的Continuous Multivariate Distributions, Volume 1, Models and Applications, 2nd Edition N. BALAKRISHNAN的A Primer on Statistical Distributions (2003) A K Gupta Matrix Variate Distributions N. Balakrishnan的Advances in Distribution Theory, Order Statistics, and Inference 統(tǒng)計分布,方開泰 Charalambos A. Charalambides 的Combinatorial Methods In Discrete Distributions Johnson N.L, Kotz S. Urn models and their application (Wiley, 1977) 用甕模型寫的概率論 Christian,Statistical Size Distributions in Economics and Actuarial Sciences Hogg, Klugman Loss Distributions Krishnamoorthy,Handbook of statistical distributions with applications(Taylor and Francis, 2006)
隨機過程 J.L. Doob (1953), Stochastic processes (2nd ed.). John Wiley & Sons, Stochastic Processes (Emanuel Parzen) A First Course In Stochastic Processes(Karlin) A Second Course In Stochastic Processes(Karlin) Diffusions, Markov Processes, and Martingales Volume 1，2 David Williams Essentials Of Stochastic Processes(Durrett) Introduction to Probability Models, Sheldon M.Ross 10th Edition Stochastic Process.2nd.Sheldon Ross Stochastic Processes for Insurance and Finance，Tomasz Rolski R. Bhattacharya .Stochastic processes with applications. John Wiley & Sons, New York. S. Resnick (1992), Adventures in stochastic processes. Birkhauser, Boston. Basics Of Applied Stochastic Processes (2010)Springer Richard Serfozo Bass,Stochastic Processes,2011 Stochastic Processes Lectures Given at Aarhus University,Kyosi Ito Durret,Essentials of stochastic processes,2012 隨機過程 伊藤清 隨機過程論—基礎(chǔ)、理論、應用（胡迪鶴） 隨機過程導論,Edward P.C.Kao 隨機過程論【布林斯基,施利亞耶夫】 隨機過程論 第1-3卷 И.И.基赫曼等 隨機過程通論第1-2卷(王梓坤) 應用隨機過程(林元烈) 應用隨機過程(張波張景肖) 隨機模型概論(英文版.第4版)Mark A.Pinsky;Samuel Karlin 輔導書 Stochastic processes. problems and solutions, Takacz L Theory of Stochastic Processes: With Applications to Financial Mathematics and Risk Theory (Problem Books in Mathematics) Exercises in Probability: A Guided Tour from Measure Theory to Random Processes, via Conditioning. 2ed, Chaumont. Solution Manual of Introduction to Probability Models 10ed 隨機過程疑難分析與解題方法 孫昊、 孫清華 隨機過程習題解析(第2版) 陸傳賚 隨機過程及應用習題集 張曉軍
隨機金融 Karatzas,Shreve,Brownian motion and stochastic calculus,1991 (被引用次數(shù)：8131) Karatzas,Shreve,Methods of mathematical finance,1998 （被引用次數(shù)：2110） Mikosch,Elementary Stochastic Calculus With Finance in View,1988 (被引用次數(shù)：289) Shiryaev,Essentials of Stochastic Finance,2000 （被引用次數(shù)：857） Steele,Stochastic Calculus and Financial Applications,2001 (被引用次數(shù)：385) Shreve,Stochastic calculus for finance I: The binomial asset pricing model,2004 (被引用次數(shù)：1172) Shreve,Stochastic Calculus for Finance II, Continuous Time Models,2004 (被引用次數(shù)：1172) Benth,Option theory with stochastic analysis: an introduction to mathematical finance,2004 (被引用次數(shù)：49) Elliott,Mathematics of Financial Markets Second Edition,2005 （被引用次數(shù)：472） 史樹中 金融學中的數(shù)學 2006 Lin,Introductory Stochastic Analysis for Finance and Insurance,2006 (被引用次數(shù)：13) Sondermann,Introduction to Stochastic Calculus for Finance: A New Didactic Approach,2006 (被引用次數(shù)：24The text is also useful for mathematicians interested in the methods of modern mathematical finance without prior knowledge of advanced stochastic analysis) Lamberton,Introduction to stochastic calculus applied to finance,2008 (被引用次數(shù)：904) Kwok,Mathematical Models of Financial Derivatives Second Edition,2008 (被引用次數(shù)：589) Kennedy,Stochastic Financial Models ,2010 (被引用次數(shù)：9) Ross,An Elementary introduction to Mathematical Finance 3ed ,2011 （被引用次數(shù)：115） Fllmer,Stochastic Finance An Introduction in Discrete Time 3ed,2011 (被引用次數(shù)：1235) Capinski,Mathematics for Finance An Introduction to Financial Engineering 2011 2ed (被引用次數(shù)：112 僅僅需要高數(shù)和概率統(tǒng)計知識 適合非數(shù)學專業(yè)) Ve?e? ,Stochastic Finance: A Numeraire Approach ,2011 (被引用次數(shù)：7) 嚴加安 金融數(shù)學引論 2012 Capiński, Stochastic Calculus for Finance ,2012 Janssen, Mathematical Finance: Deterministic and Stochastic Models,2013 (被引用次數(shù)：14) McCauley,Stochastic Calculus and Differential Equations for Physics and Finance,2013 Kijima,Stochastic Processes with Applications to Finance,2013 (被引用次數(shù)：106) Michael Mastro, Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB
在此曬一下統(tǒng)計及相關(guān)學科的好雜志，希望大家做科研的時候多多關(guān)注這些雜志， 統(tǒng)計學： (1) Journal of the American Statistical Association (JASA) (2) Journal of the Royal Statistical Society, Series B (JRSSB) (3) Annals of Statistics (4) Biometrica 以上是統(tǒng)計學中的頂級雜志，學術(shù)圈內(nèi)被稱為“四大天王”，其中JASA與JRSSB很注重統(tǒng)計方法和理論上的創(chuàng)新，基本是同一級別的雜志，是這四大中最好的；老三Annals of Statistics上的文章難度比較大，數(shù)學推導比較復雜；老四Biometrica要與前三甲差一些，但圈內(nèi)還是將它歸為頂?shù)屉s志。 (5) Biometrics (6) Statistica Sinica (7) Scandinavian Journal of Statistics (8) Bernoulli 以上三個是統(tǒng)計學中的一流雜志，其中Biometrics側(cè)重生物統(tǒng)計方向；Statistica Sinica和Annals of Statistics的風格差不多，在數(shù)學推導上要偏難一些；Scandinavian Journal of Statistics的風格介于JRSSB和Annals of Statistics之間；Bernoulli是概率和統(tǒng)計的綜合雜志，概率的文章篇多一些。 當然，除了以上四個雜志外，還有其它比較好的一流雜志，如Biostatistics, Statistical Science, Technometrics, Canadian Journal of Statistics等，雖然有的影響因子高一些，但本人感覺明顯要比上面四個雜志檔次低一些。 計量經(jīng)濟與金融（偏文科的沒有列） （1） Econometrica （2）Journal of Finnance (JF) 以上兩個屬于頂級雜志，其中老大Econometrica的地位無可撼動，本人認為它的水平要明顯高于JASA和JRSSB，平均一篇文章有60頁左右，理論新，方法新，推導復雜；老二JF也是非常不錯的頂級雜志，國內(nèi)基本沒人能在上面發(fā)文章。 （3）Journal of Econometrics (JE) （4）Journal of Finincial Econometrics (JFE) （5）Econometric Theory (ET) 以上屬于一流雜志，其中JE的文章難度比較大，水平比JFE要高一些；而ＥＴ要比ＪＥ和ＪＦＥ低一個檔次，但還是屬于一流雜志。 精算學： (1) Insurance: Mathematics and Economics (2) ASTIN Bulletin (3) Scandinavian Actuarial Journal (4) North American Actuarial Journal 精算學中沒有頂級雜志可談，畢竟它是統(tǒng)計學下面的一個分支，屬于小學科門類，以上四個雜志是精算學中的一流雜志，淡然這里列舉的并不全面，暫不補充了。 歸到一起的話，頂級雜志當屬Econometrica, JASA, JRSSB, Ann Statist, JF，如果能在這上面發(fā)篇文章，再在其它一般雜志上發(fā)一定數(shù)量的文章，拿個國基面上項目絕對沒問題；如果每年在這些雜志上發(fā)一篇文章，再加上一定數(shù)量的其它文章，杰青基本沒問題的（特別是在Econometrica上發(fā)的話）。
