Real analysis reference for statistician I'm a undergraduate statistics student, I think that learn Real Analysis can be useful to me in some points, can anyone suggest a introductory book for self-study ? I'm already multivariate calculus, algebra linear, and others math courses. Someone said to me to start with Analysis: With an Introduction to Proof and then move to By Walter Rudin The Principles of Mathematical Analysis. Is that a good idea, or I shoud start directly with Rudin?

The standard undergraduate text for real analysis is Rudin's _Principles of Mathematical Analysis_ (affectionately referred to as "Baby Rudin" since he wrote it when he was quite young).

Another text I enjoyed was Serge Lang's _Undergraduate Analysis_.

I think they're both have their pros and cons but are ultimately both fine books for first learning some rudimentary real analysis.