The aim of the book is to present the core concepts of statistical inference. The development of modern computers and software allows us to realize computationally complex procedures. Sometimes these methods are only intuitively motivated, their properties are unknown and their application cannot be justified. Therefore it is necessary to understand the theoretic background of statistical methods. This is the starting point of our textbook. We want to convey basic ideas – it is not our goal to provide a catalog of procedures. Of course, aimed at students the book presents only the first steps into the statistical theory.