If you cannot find a legitimate copy and refuse to pay, consider these textbooks that are legally available online for free:

Jun Shao is a Professor of Statistics at the University of Wisconsin-Madison, and his book is specifically designed for first-year graduate courses. Unlike introductory texts (e.g., Hogg & Craig or Wackerly), Shao’s book assumes a high level of mathematical maturity.

The Internet Archive (archive.org) often has a digitized copy of Jun Shao. You can "borrow" the book for 1 hour or 14 days. It is a legal, safe PDF (though you may need to wait in line).

For graduate students, statisticians, and data scientists, few textbooks command the same level of respect—and intimidation—as Mathematical Statistics by Jun Shao. Often referred to as "the green book," this text is a standard reference for advanced statistical theory. Consequently, the search query "mathematical statistics jun shao pdf free" is incredibly popular.

But before you click that suspicious link, let’s examine what makes this book a masterpiece, why everyone wants the PDF, and the legal, practical, and ethical realities of downloading it for free.