1. Some Motivating Examples and Some Fundamental Concepts 2. The Concept of Probability and Some Basic Results 3. Numerical Characteristics of a Random Variable, Some Special Random Variables 4. Joint and Conditional p.d.f.'s, Conditional Expectation and Variance, Moment Generating Function, Covariance and Correlation Coefficient 5. Independence of Random Variables and Some Applications 6. Transformation of Random Variables 7. Some Modes of Convergence of Random Variables, Applications 8. An Overview of Statistical Inference 9. Point Estimation 10. Confidence Intervals and Confidence Regions 11. Testing Hypotheses 12. More About Testing Hypotheses 13. A Simple Linear Regression Model 14. Two Models of Analysis of Variance 15. Some Topics in Nonparametric Inference 16. Appendix