With this concise volume we hope to satisfy the needs of a large scientific community previously served mainly by huge encyclopedic references. Rather than aiming at a comprehensive coverage of our subject, we have concentrated on the most important topics, but explained those as deeply as space has allowed. The result is a compactwork whichwe trust leaves no central topics out.

Entries have a rigid structure to facilitate the finding of information. Each term introduced here includes a definition, history, mathematical details, limitations in using the terms followed by examples, references and relevant literature for further reading. The reference is arranged alphabetically to provide quick access to the fundamental tools of statistical methodology and biographies of famous statisticians, including some currents ones who continue to contribute to the science of statistics, such as Sir David Cox, Bradley Efron and T.W. Anderson just to mention a few. The critera for selecting these statisticians, whether living or absent, is of course rather personal and it is very possible that some of those famous persons deserving of an entry are absent. I apologize sincerely for any such unintentional omissions.