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I’m an undergrad doing a reading with a professor in statistics. Since I’m going to graduate school he told me to go through at least the first 6 chapters of casella and Berger before starting saying “if you know 90% of this book you will get far since it’s fundamental”.

However, I noticed that such a book is like the first year theory sequence. It doesn’t have measure theory in it. Which made me realize, how far can one truly get in research with just a very strong foundation of casella and Berger, and linear model theory? What if someone didn’t even take a measure theoretic stats course, but only knew linear model theory and casella and Berger.

How far can they go?
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depends on what areas is your research

like if you're doing methodology statistic, measure theory is not always needed

but i guess something like theoretical statistic, it will always be needed

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