Unfortunately feller tried to avoid measure theory

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Unformatted text preview: gales. Unfortunately, Feller tried to avoid measure theory. Hoffmann-Jørgensen, J. Probability with a View Towards Statistics A modern treatment, in two volumes. Good for some measure theoretic ideas (such as regular conditional probabilities) that are seldom treated in probability texts. Kolmogorov, A. N. Foundations of the Theory of Probability The original. It contains most of what goes into a modern probability course, in under a hundred pages. Hard reading, because notation and fashion have changed, but the ideas are mostly al...
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This note was uploaded on 11/21/2009 for the course STAT 330 taught by Professor Davidpollard during the Spring '09 term at Yale.

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