HSE Publishing House

The textbook contains the basic results of probability theory and mathematical statistics. A distinctive feature of the textbook is the uniform distribution of the material of probability theory and mathematical statistics. Considerable attention is paid to the construction and analysis of probabilistic models. In the mathematical statistics, attention is paid to the properties of statistical inference procedures. A modern method of constructing statistical tests based on p-values is described. The range of problems for which it is possible to build optimal statistical analysis procedures is highlighted. All the basic concepts and results are illustrated by the examples considered in detail. At the end of each chapter there are problems for independent solution. 
For university students and anyone who wants to master the methods of probability theory and mathematical statistics.