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This textbook covers the usual core materials of the theory of probability and statistical inference: Probability (with the focus on distributions), Expectations, Functions of Random Variables and Sampling Distributions, Concepts of Stochastic Convergence, Sufficiency, Completeness, Ancillarity, Point Estimation, Tests of Hypotheses, Confidence Intervals, Bayesian Methods, Likelihood Ratio and Other Tests, Large Sample Inference, Sample Size Determination: Two-Stage Procedures. The last chapter is included to show that there is much more in statistical theory than what can be taught in a two-semester course. The presentation is rigorous, both conceptually and mathematically but at medium level. For example the theory of uniformly most powerful tests is carefully developed but the development of ump unbiased tests is said to be beyond the scope of the book. On the other hand the book contains unique features throughout. Examples are the moment problem which is clarified through a nice example, the role of the probability generating functions, and the central limit theorem for the sample variance. Techniques and concepts are typically illustrated through a series of examples. Within a box is routinely summarized what it is that has been accomplished or where to go from that point. At the end of each chapter a long list of exercises is arranged according to the sections.