I have been teaching probability and mathematical statistics to graduate students for close to 50 years. In my career I realized that the most difficult task for students is solving problems. Bright students can generally grasp the theory easier than apply it. In order to overcome this hurdle, I used to write examples of solutions to problems and hand it to my students. I often wrote examples for the students based on my published research. Over the years I have accumulated a large number of such examples and problems. This book is aimed at sharing these examples and problems with the population of students, researchers, and teachers.
The book consists of nine chapters. Each chapter has four parts. The first part contains a short presentation of the theory. This is required especially for establishing notation and to provide a quick overview of the important results and references. The second part consists of examples. The examples follow the theoretical presentation. The third part consists of problems for solution, arranged by the corresponding sections of the theory part. The fourth part presents solutions to some selected problems. The solutions are generally not as detailed as the examples, but as such these are examples of solutions. I tried to demonstrate how to apply known results in order to solve problems elegantly. All together there are in the book 167 examples and 431 problems.
The emphasis in the book is on statistical inference. The first chapter on probability ...