PREFACE TO THE FIRST EDITION

This book on probability theory and mathematical statistics is designed for a three-quarter course meeting 4 hours per week or a two-semester course meeting 3 hours per week. It is designed primarily for advanced seniors and beginning graduate students in mathematics, but it can also be used by students in physics and engineering with strong mathematical backgrounds. Let me emphasize that this is a mathematics text and not a “cookbook.” It should not be used as a text for service courses.

The mathematics prerequisites for this book are modest. It is assumed that the reader has had basic courses in set theory and linear algebra and a solid course in advanced calculus. No prior knowledge of probability and/or statistics is assumed.

My aim is to provide a solid and well-balanced introduction to probability theory and mathematical statistics. It is assumed that students who wish to do graduate work in probability theory and mathematical statistics will be taking, concurrently with this course, a measure-theoretic course in analysis if they have not already had one. These students can go on to take advanced-level courses in probability theory or mathematical statistics after completing this course.

This book consists of essentially three parts, although no such formal divisions are designated in the text. The first part consists of Chapters 1 through 6, which form the core of the probability portion of the course. The second part, Chapters 7 through ...

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