Theory of Multivariate Statistics (Springer Texts in Statistics)

Rating:
Summary: A worst textbook one could not imagine
Review: A typical textbook written by mathematicians, not rich or deep in the topics yet extremely hard to follow and full of mistakes (not typo). A Few examples,
1. You run into Gamma and Dirchlet distributions in the whole Chapter 3, but you have to wait until chapter 5 to know what Multivariate normal is. It is beyond any reasonable imagination to order a Textbook in such a manner. It is like a calculus book that begins first with Differentiation, then goes to continuity, limit and the definition of a function. Absolutely insane.
2. In the exercises, question number 1 has, say 3 subquestions, you'll eventually know and have to get used to that you'd better solve subquestion2 to get hints for subquestion1, and in order to solve subquestion2, you need to work on subquestion3, moreover, to get subquestion3, you probably have to do question2 beforehand. Finally, after you work through question2, you find out that the authors forget to put some assumptions (or conditions) in question 2, so what you are asked to prove is actually wrong in the general setting. I am just wondering in this wonderful world is there any ordinary student would prefer such a trouble-making textbook?
3. The authors, like many other mathematicians, love to put simple things into complicated ways, Uniform distribution is the simplest distribution in the entire Multiple Statistics, the usual definition is simple and straightforward, but the authors uses other mean to define it, which is ugly and difficult, and useless in the future.

I don't know either of the authors. Let me assume they are brilliant mathematicians, but they, like majority mathematicians, think differently than most of us do, the beauties in our eyes may be ugly in their eyes, they see simplicity as complication and our trivial as hard. They enjoy making simple into complex, and love the miseries that most of us try to avoid. Perhaps this is one of the reasons why they make achievements in the world of mathematics while most of us couldn't, and that's why they are difficult to be understood even by the members of their own families. As a result, their writings, even on trivial things, are generally difficult to understand.

Let me finish my Blah Blah by recommending another book

Aspects of Multivariate Statistical Theory (Wiley Series in Probability and Statistics)
ISBN: 0471094420