Lectures on Probability Theory And Mathematical Statistics

In the Preface to the first edition, originally published in 1980, we mentioned that this book was based on the author's lectures in the Department of Mechanics and Mathematics of the Lomonosov University in Moscow, which were issued, in part, in mimeographed form under the title "Probabil­ ity, Statistics, and Stochastic Processors, I, II" and published by that Univer­ sity. Our original intention in writing the first edition of this book was to divide the contents into three parts: probability, mathematical statistics, and theory of stochastic processes, which corresponds to an outline of a three­ semester course of lectures for university students of mathematics. However, in the course of preparing the book, it turned out to be impossible to realize this intention completely, since a full exposition would have required too much space.

This course, along with Part 2, provide the necessary skills and knowledge to pass SOA Exam P and CAS Exam 1