可以先从茆诗松的概率论与数理统计入门

it depends on what you want to know,

for classic statistics, take a look at Statistical Inference By Casella 2nd International Edition

for multivariate analysis, An Introduction to Generalized Linear Models, Third Edition (Chapman & Hall/CRC Texts in Statistical Science)

for application/theory of statistical learning, An Introduction to Statistical Learning: with Applications in R (Springer Texts in Statistics)
and The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition

你的问题太笼统，不好回答，是入门还是计量等其他方面。

陈希孺的概率论