Includes bibliographical references and index.

Probability and distribution theory. Probability -- Random variables, probability distributions, and densities -- Expectations and their generating functions -- Special univariate distributions -- Joint distributions and densities -- Conditioning, dependence, and joint moments -- Functions of random variables -- The multivariate normal and functions thereof -- Estimation and inference. Sample statistics and their distributions -- Asymptotic theory -- Principles of point estimation -- Likelihood, information, and maximum likelihood estimation -- Other methods of estimation -- Tests of hypotheses.