Breakthroughs in Statistics: Methodology and Distribution
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"It may be risky to recommend that everyone should own this book... but I take that risk. Not only should we have it in our personal libraries, but we should loan it to our students. They will use it the same way we do, beginning with the famous masterpieces, then reading introductions of works they may not have seen before, and finally reading the papers..." (Journal of the Am. Statistical Assoc.)
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