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Introduction to Probability Theory and Statistical Inference
Published in Hardcover by John Wiley & Sons (1982)
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Introduction to the Theory of Statistics
Published in Paperback by John Wiley & Sons (1973)
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Probabilistic Models in Engineering Sciences
Published in Textbook Binding by John Wiley & Sons (1979)
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Probabilistic Models in Engineering Sciences: Random Noise, Signals, and Dynamic Systems
Published in Hardcover by Krieger Publishing Company (1989)
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Statistics an Introduction
Published in Hardcover by Krieger Publishing Company (1983)
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Introduction to Probability (Addison-Wesley Advanced Series in Statistics)
Published in Hardcover by Addison-Wesley Pub Co (1995)
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Not so good in teaching random vectors (R², R³ etc.), has two good chapters for inference (a really good introduction, but not a full presentation).
OBS: forget Bayesian and nonparametric methods. The chapters dedicated to this subjects are not that good.