This is the first half of a text for a two semester course in
mathematical statistics at the senior/graduate level for those who need
a strong background in statistics as an essential tool in their career.
To study this text, the reader needs a thorough familiarity with
calculus including such things as Jacobians and series but somewhat less
intense familiarity with matrices including quadratic forms and
eigenvalues. For convenience, these lecture notes were divided into two
parts: Volume I, Probability for Statistics, for the first semester, and
Volume II, Statistical Inference, for the second. We suggest that the
following distinguish this text from other introductions to mathematical
statistics. 1. The most obvious thing is the layout. We have designed
each lesson for the (U.S.) 50 minute class; those who study
independently probably need the traditional three hours for each lesson.
Since we have more than (the U.S. again) 90 lessons, some choices have
to be made. In the table of contents, we have used a * to designate
those lessons which are "interesting but not essential" (INE) and may be
omitted from a general course; some exercises and proofs in other
lessons are also "INE". We have made lessons of some material which
other writers might stuff into appendices. Incorporating this freedom of
choice has led to some redundancy, mostly in definitions, which may be
beneficial.