This is a text (divided into two volumes) for a two semester course in Mathematical Statistics at the Senior/Graduate level. The two main pedagogical aspects in these Volumes (i) the material is designed in lessons (each for a 50 minute class) with complementary exercises and home work. (ii) although the material is traditional, great care is exerted upon self-contained, rigorous and complete presentations. An elementary introduction to characteristic functions and probability measures and intergration, but not general measure theory in Volume I, allows a complete proof of some central limit theorems and a rigorous treatment of asymptotic of statistical inference. But students need to be familiar only with such things as Jacobians and eigenvalues of matrices. Volume Statistical Inference is designed for the second semester and contains a rigorous introduction to Mathematical Statistics, from random samples to asymptotic theory of statistical inference.