Here are typos/errors reported to us with thanks acknowledged.

- Chapter 3
- Problem 3.11 (p.50) -
The density of the multivariate t has one bracket missing as it should read
"$f(x)=\frac{\Gamma((\lambda+k)/2)}{...}$". (Marcel Wolbers)
- Problem 23, (page 53) - The text which reads "$X=\sqrt{-4\ln\left\| V\right\| }V$'' should read ``$X=\sqrt{-4\ln\left\| V\right\| }V/\left\| V\right\| $". (K. Vince Fernando)

- Problem 3.11 (p.50) -
The density of the multivariate t has one bracket missing as it should read
"$f(x)=\frac{\Gamma((\lambda+k)/2)}{...}$". (Marcel Wolbers)
- Chapter 5
- In example 5.2 it is incorrectly claimed that the cdf cannot be obtained in closed form. As pointed out by Soren Asmussen the pdf is of the form h'(z)exp(-h(z) which has cdf exp(-h(z)). As such the example serves just as an illustration of the technique discussed in that section for obtaining exact error bounds rather than a practical application.

- Chapter 7
- In Example 7.5, (pg. 236), the text reads "...what is known as a random walk chain as Yi = Xi + X where Z is generated according to q" should read "`...what is known as a random walk chain as Yi = Xi + Z where Z is generated according to q". (Anwar Khan)