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Herbert Robbins is widely recognized as one of the most creative and original mathematical statisticians of our time. The purpose of this book is to reprint, on the occasion of his seventieth birthday, some of his most outstanding research. In making selections for reprinting we have tried to keep in mind three potential audiences: (1) the historian who would like to know Robbins’ seminal role in stimulating a substantial proportion of current research in mathematical statistics; (2) the novice who would like a readable, conceptually oriented introduction to these subjects; and (3) the expert who would like to have useful reference material in a single collection. In many cases the needs of the first two groups can be met simulta neously. A distinguishing feature of Robbins’ research is its daring originality, which literally creates new specialties for subsequent generations of statisticians to explore. Often these seminal papers are also models of exposition serving to introduce the reader, in the simplest possible context, to ideas that are important for contemporary research in the field. An example is the paper of Robbins and Monro which initiated the subject of stochastic approximation. We have also attempted to provide some useful guidance to the literature in various subjects by supplying additional references, particularly to books and survey articles, with some remarks about important developments in these areas.
