Mathematical statistics relies on probability theory, which in turn is based on measure theory. The present chapter provides some principal concepts and notational conventions of probability theory, and some important results that are useful tools in statistics. A more complete account of probability theory can be found in a standard textbook, for example, Billingsley (1986), Chung (1974), or Loève (1977). The reader is assumed to be familiar with set operations and set functions (mappings) in advanced calculus.
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© 2003 Springer Science+Business Media, LLC
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(2003). Probability Theory. In: Mathematical Statistics. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/b97553_1
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DOI: https://doi.org/10.1007/b97553_1
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