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First Look at Rigorous Prob..(2nd Ed)
Hardcover
EconomicsInvesting & FinanceProbability & Statistics
ISBN13: 9789812703705
Publisher: World Scientific Publishing Company
Published: Nov 1 2006
Pages: 236
Weight: 1.18
Height: 0.82 Width: 6.53 Depth: 9.19
Language: English
This textbook is an introduction to probability theory using measure theory. It is designed for graduate students in a variety of fields (mathematics, statistics, economics, management, finance, computer science, and engineering) who require a working knowledge of probability theory that is mathematically precise, but without excessive technicalities. The text provides complete proofs of all the essential introductory results. Nevertheless, the treatment is focused and accessible, with the measure theory and mathematical details presented in terms of intuitive probabilistic concepts, rather than as separate, imposing subjects. In this new edition, many exercises and small additional topics have been added and existing ones expanded. The text strikes an appropriate balance, rigorously developing probability theory while avoiding unnecessary detail.
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