Probability and Statistics - The Science of Uncertainty, Second Edition

by Michael J. Evans and Jeffrey S. Rosenthal

We are pleased to make the book available for free. The book is available as a single pdf file or by individual chapters. This is a version of the book as of August 2024 as we have corrected a number of errors and typos. The previous version (with credits for those who helped with errata) can be found here.

The Solutions Manual is also available.

The book is copyright (c) by Michael J. Evans and Jeffrey S. Rosenthal. It may be copied and distributed without restriction, provided it is not altered, appropriate attribution is given and no money is charged. If you are using the book in a course you are teaching please let us know.

Front page
Table of Contents
Preface
Chapter 1 - Probability Models
Chapter 2 - Random Variables and Distributions
Chapter 3 - Expectation
Chapter 4 - Sampling Distributions and Limits
Chapter 5 - Statistical Inference
Chapter 6 - Likelihood Inference
Chapter 7 - Bayesian Inference
Chapter 8 - Optimal Inferences
Chapter 9 - Model Checking
Chapter 10 - Relationships Among Variables
Chapter 11 - Stochastic Processes
Appendix A - Mathematical Background
Appendix B - Computations
Appendix C - Common Distributions
Appendix D - Tables
Appendix E - Answers to Odd-Numbered Exercises
Index

If you have errata or comments please send these to the authors.