十有八九
In All Likelihood
Yudi Pawitan · 初版 2001 年
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本书展示了 likelihood 在整个统计问题领域中的作用，从简单的两组事故率比较，到需要 generalized linear 或 semiparametric modeling 的复杂研究。本书强调，likelihood 不仅仅是用于生成估计值的工具，更重要的是作为 modeling 的工具。本书整体上采用较为通俗直观的方法，大多数重要结论均通过启发式论证确立，并结合实际案例进行阐释。得益于现有的计算能力，书中的示例并未刻意设计为必须具备封闭形式的解析……
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……Fisher 学派的思想，它属于折中路线，或者可以看作是 Frequentist（频率学派）和 Bayesian（贝叶斯学派）方法之间的一种妥协。有一本讨论这个的好书我一直想读……Yudi Pawitan 写的《In All Likelihood: Statistical Modelling and Inference Using Likelihood》。我读了第一章，非常有意思。我可能会跳过贝叶斯，直接从这个学派奔向似然法……
…Fisher school's of thought which is a half way point or a can be seen as a compromise between Frequentist and Bayesian approach. A good book that talk about this which I've been meaning to read is... In All Likelihood: Statistical Modelling and Inference Using Likelihood by Yudi Pawitan. I've read the first chapter and it's a very interesting read. I might skip bayes and go straight to likelihood coming from the school…
> 有一本讨论这个的好书我一直想读……Yudi Pawitan 写的《In All Likelihood: Statistical Modelling and Inference Using Likelihood》。 书确实不错，但它主要是对统计推断（也就是让统计学发挥作用的数学原理）的技术性入门介绍，而且……
> A good book that talk about this which I've been meaning to read is... In All Likelihood: Statistical Modelling and Inference Using Likelihood by Yudi Pawitan. It's good but it's mostly a technical introduction to statistical inference (i.e. the mathematics that make statistics work), and…
我当年硬啃的是 Wackerly 等人写的《Mathematical Statistics with Applications》。Google 一下能找到 PDF 版本。我不能说它读起来又快又轻松又直观；但确实管用。我也很喜欢 Pawitan 的《In all Likelihood》，它提供了一种基于“似然主义者”的基础视角。
My grind was "Mathematical Statistics with Applications" by Wackerly et al. There are PDF versions if you Google for it. I can't say it was quick, easy or intuitive; but it works. I also liked "In all Likelihood" by Pawitan for a "likelihoodist" foundational approach.