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.