ABSTRACT
This textbook represents our view of what a second course in mathematical statistics
for graduate students with a good mathematics background should be. The mathematics
background needed includes linear algebra, matrix theory and advanced calculus, but not
measure theory. Probability at the level of, for instance, Grimmett and Stirzaker’s Probabil-
ity and Random Processes, is also needed. Appendix D1 in combination with Appendices
A and B in Volume I give the probability that is needed. However, the treatment is abridged
with few proofs.