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(p.d.f.), Expectation and Moments, Dispersion, Skewness, Kurtosis, Quantiles Hoel P.J., Port S.C. & Stone C.J. ( ): Introduction to Probability Theory (Vol-1), 

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Berger: An Introduction to Probability and Stochastic Processes, Second Edition. Bilodeau and Brenn er: Theory of Multivariate Statistics. Blom : Probability and Statistics: Theory and Applications 7This package can be downloaded for free from http://cran.r-project.org/. 4.3.1 is due to Ghosh (1948) and Hoel (1948).

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The few other ones know the subject and do not get new information. Thus this section has to be rewritten for explaining why these theories have been introduced, which problems of general interest they have solved and why it may be…