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This text presents the rigorous theory of probability and statistical inference using worked examples, exercises, figures, tables, and computer simulations to develop and illustrate concepts. Beginning with the basic ideas and techniques of probability theory and progressing to more rigorous topics, the author covers all of the topics typically addressed in a two-semester graduate or upper-level undergraduate course in probability and statistical inference, including hypothesis testing, Bayesian analysis, and sample-size determination. He reinforces important ideas and special techniques with drills and boxed summaries.