The necessity to publish the second edition of this book arose when its third German edition had just been published. This second English edition is there- fore a translation of the third German edition of Parameter Estimation and Hypothesis Testing in Linear Models, published in 1997. It differs from the first English edition by the addition of a new chapter on robust estimation of parameters and the deletion of the section on discriminant analysis, which has been more completely dealt with by the author in the book Bayesian In- ference with Geodetic Applications, Springer-Verlag, Berlin...