During my degree courses I've applied mostly to operation research, soft computing , and data minining, but the education I received on statistics and probability was never up to those topics.
Every teacher that has had a course on statistic at my faculty, with just a few exceptions, is known for a pathological excess of hand-waving, despite introducing and using rather advanced topics.
In my graduate course I had to integrate the standard course of statistics with material found on the web, e.g. wikipedia, mathworld, but it's not enough.
I'm looking for a book that is at the same time formal, clean and geared toward the applications I'll be studying. It should treat advanced topics as well, i.e. not just classic introductory stuff.
thanks!
For Bayesian statistics, I'd recommend Bayesian Data Analysis by Gelman et al.