The textbook "Mathematical Statistics" by Jun Shao provides a comprehensive introduction to statistical theory, which is crucial for students pursuing a Ph.D. in Statistics. It covers fundamental concepts of measure theory and their application in statistics. The initial chapters offer a quick overview of probability theory, followed by an introduction to statistical decision theory and inference. The subsequent chapters delve into important topics such as unbiased estimation, parametric and non-parametric estimation, hypothesis testing, and confidence intervals. The new edition enhances the presentation and transforms the first chapter into a standalone section on probability theory with a focus on statistical applications. Additionally, numerous exercises have been added, providing learners with not only practical problems but also supplementary results.