 | Statistical Methods, Experimental Design, and Scientific Inference: A Re-issue of Statistical Methods for Research Workers, The Design of Experiments, and Statistical Methods and Scientific Inference by R. A. Fisher
Buy new: $157.50 / Used from: $142.98 Historically important. One can see and appreciate RAF's originality and breadth in helping the birth of modern statistics.
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 | Linear Statistical Inference and its Applications (Wiley Series in Probability and Statistics) by C. Radhakrishna Rao
Buy new: $108.44 / Used from: $40.00 Information packed book, bible on matrix and linear theory in stat.
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 | An Introduction to Probability Theory and Its Applications, Vol. 1 (Volume 1) by William Feller
Buy new: $150.79 / Used from: $53.83 Best intro to applied probability, assuming minimal background from users
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 | Statistics for Experimenters: Design, Innovation, and Discovery , 2nd Edition by George E. P. Box
Buy new: $89.65 / Used from: $82.75 Best expressed statistical ideas for scientific experiments and industrial process
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 | An Introduction to Probability Theory and Its Applications, Vol. 2 by William Feller
Buy new: $117.85 / Used from: $44.94 Both Vols are indispensible references. Agree with Mike's review.
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 | An Introduction to the Bootstrap (Monographs on Statistics and Applied Probability) by Bradley Efron
Buy new: $92.62 / Used from: $64.99 Proposed new paradigm of statistics using simulation approach? (This book was cited 7401 times according to Google Scholar as of Jan.26, 2007.)
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 | Generalized Linear Models, Second Edition (Monographs on Statistics and Applied Probability) by P. McCullagh
Buy new: $77.97 / Used from: $70.79 Provide a general framework for most models in biostatistics and others. Cited 7184 times according to Google Scholar as of April 4, 2007.
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 | Breakthroughs in Statistics: Volume 1: Foundations and Basic Theory (Springer Series in Statistics / Perspectives in Statistics) by Samuel Kotz
Buy new: $56.20 / Used from: $39.17 Mostly old goodies
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 | Breakthroughs in Statistics: Volume III (Springer Series in Statistics / Perspectives in Statistics)
Buy used from: $118.00 Newer goodies, more lasting influence than old ones.
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 | Approximation Theorems of Mathematical Statistics by Robert J. Serfling
Buy new: $82.41 / Used from: $98.64 Very clear, beautifully written asymptotic statistics theory book. Not outshined by recent books on this topic at al, though an update is expected.
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 | Statistics for Spatial Data (Wiley Series in Probability and Statistics) by Noel A. C. Cressie
Buy new: $130.93 / Used from: $109.95 The definitive book on spatial statistics, which has now become an integral part of routine statistical data analysis
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 | Robust Statistics (Wiley Series in Probability and Statistics) by Peter J. Huber
Buy used from: $120.22 It's important to keep a balanced view on practical usefulness over optimality. This book proves this point in theory
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 | Statistics in the 21st Century (Monographs on Statistics and Applied Probability)
Buy new: $45.18 / Used from: $28.71 |
 | Robust Statistics: The Approach Based on Influence Functions (Wiley Series in Probability and Statistics) by Frank R. Hampel
Buy new: $106.65 / Used from: $92.40 |
 | Statistics: An Appraisal
Buy used from: $57.99 This is a very nice collection of survey articles, several of them are well-know by now, such as D R Cox's long range dependence. This book is one of the few gold mines with lasting values even if it is simply a collection.
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 | Kendall's Advanced Theory of Statistics, Volume 1: Distribution Theory by Alan Stuart
Buy new: $146.24 / Used from: $111.29 This is a very typical volume of Kendall ATS on statistical distribution theory
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 | Statistical Decision Theory and Bayesian Analysis (Springer Series in Statistics) by James O. Berger
Buy new: $81.75 / Used from: $39.18 Providing an interesting introduction to Bayesian statistics from the classical decison theory point of view. Many topics covered by the book are still very update today.
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 | Probability: Theory and Examples (Probability: Theory & Examples) by Richard Durrett
Buy new: $89.79 / Used from: $44.00 Very good coverage of probability topics, a nice graduate level text, assuming measure-theoretic and elementary probability concepts, should prepare students well for a future research career
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 | Theoretical Statistics by D.R. Cox
Buy new: $72.21 / Used from: $39.50 Representative of British theoretical statistics
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 | Multivariate Analysis (Probability and Mathematical Statistics) by Kanti V. Mardia
Buy new: $101.57 / Used from: $90.00 Good selection of multivariate statistics topics.
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 | Analysis of Financial Time Series (Wiley Series in Probability and Statistics) by Ruey S. Tsay
Buy new: $79.03 / Used from: $50.00 Very nice coverage of modern time series methods, especially with regard to application to financial data
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 | Time Series: Theory and Methods (Springer Series in Statistics) by Peter J. Brockwell
Buy new: $53.95 / Used from: $77.73 Good account of basic time series analysis theory
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