Page 82 line 12 from bottom: maximum likelihood function -> maximum likelihood estimate.
Page 93 line 8 from bottom: ybar=840.5 an s^2 = 4604.8 -> ybar = 838.2 and s^2 = 4161.5.
Page 119 line 15: theta = e^{-2theta} -> theta=e^{-2mu}
Page 140 line 7-8: Title 'Pivotal statistics' -> 'Pivotal quantity', and the start 'A pivot is a statistic' -> 'A pivot is a random variable'. Since a pivot is a function of both data and unknown parameters, it should not be called a statistic. (Thanks to A. Azzalini)
Page 155 line 3: theta_1 -> theta_i
Page 199 line 7: Section 7.2 -> Section 3.2.
Page 205 line 4: after the colon, add: 'Under the null hypothesis,'.
Page 279 line 14: mu_i -> sqrt(2) mu_i
Page 287 line 1: in the denominator L(thetahat,etahat_theta) -> L(thetahat,etahat)
Page 287 line 9,10,12 from bottom: log missing in front of likelihood L(.)
Page 289 line 6 from bottom: n/(2sigma-hat_mu^2) -> n/(2sigma-hat_mu^4)
Page 289 last line: (n-1) -> (n-2)
Page 289 line 8: t_9;0.025 -> t_10;0.025. The reported interval -0.60 <\mu< 5.93 is correct.
Page 380 line 3: lambda(theta_k)=0 -> lambda'(theta_k)=0