Herbert Robbins is widely recognized as one of the most creative and
original mathematical statisticians of our time. The purpose of this
book is to reprint, on the occasion of his seventieth birthday, some of
his most outstanding research. In making selections for reprinting we
have tried to keep in mind three potential audiences: (1) the historian
who would like to know Robbins' seminal role in stimulating a
substantial proportion of current research in mathematical statistics;
(2) the novice who would like a readable, conceptu- ally oriented
introduction to these subjects; and (3) the expert who would like to
have useful reference material in a single collection. In many cases the
needs of the first two groups can be met simulta- neously. A
distinguishing feature of Robbins' research is its daring original- ity,
which literally creates new specialties for subsequent generations of
statisticians to explore. Often these seminal papers are also models of
exposition serving to introduce the reader, in the simplest possible
context, to ideas that are important for contemporary research in the
field. An example is the paper of Robbins and Monro which initiated the
subject of stochastic approximation. We have also attempted to provide
some useful guidance to the literature in various subjects by supplying
additional references, particularly to books and survey articles, with
some remarks about important developments in these areas.