Basic Course in Measure and Probability

    By

    Originating from the authors' own graduate course at the University of North Carolina, this material has been thoroughly tried and tested over many years, making the book perfect for a two-term course or for self-study. It provides a concise introduction that covers all of the measure theory and probability most useful for statisticians, including Lebesgue integration, limit theorems in probability, martingales, and some theory of stochastic processes. Readers can test their understanding of the material through the 300 exercises provided. The book is especially useful for graduate students in statistics and related fields of application biostatistics, econometrics, finance, meteorology, machine learning, and so on who want to shore up their mathematical foundation. The authors establish common ground for students of varied interests which will serve as a firm 'take-off point' for them as they specialize in areas that exploit mathematical machinery.

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    Number of Pages: 374
    Format(s): Paperback - ISBN: 9781107652521
    Publication Date:
    Listed in: Calculus & mathematical analysis, Probability & statistics
    Publisher: CAMBRIDGE UNIVERSITY PRESS

    Books by Vladas Pipiras

    Paperback

    RRP: £36.99

    Sale Price: £33.72

    Save: £3.27 per copy!

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