Larson H.J. Introduction to Probability Theory and Statistical Inference

Hoboken: Wiley, 1991. — 664 p.Discusses probability theory and to many methods used in problems of statistical inference. The Third Edition features material on descriptive statistics. Cramer-Rao bounds for variance of estimators, two-sample inference procedures, bivariate normal probability law, F-Distribution, and the analysis of variance and non-parametric procedures. Contains numerous practical examples and exercises.