Re: Probability & Statistics

From: Stephen J. Herschkorn (herschko_at_rutcor.rutgers.edu)
Date: 08/01/04 

Date: Sun, 01 Aug 2004 17:01:09 GMT

Julien Santini wrote:

>I'm looking for graduate books in probability and statistics (not
>necessarily both subjects in the same book) which would be a systematic -and
>sufficiently exhaustive- treatment of the subjects for graduate students
>(probability with measure theory, mathematical statistics). By sufficiently
>exhaustive I mean it should cover a level of Master 1st year/2nd year (or
>advanced 1st year, I'm not intending to specialize in those subjects ).
>What are the top references in those subjects ?
>

Sorry, I don't know a good reference for mathematical probability. (I
used Billingsely, but I don't think it is good as a textbook.) I
suggest that you learn probability from an applied point of view first,
if you haven't already. Otherwise, I don't think you will have the
proper insights - probability will differ little from measure theory.
An excellent (undergraduate) introductory book in applied probability is
Ross, A First Course in Probability. 

-- 
Stephen J. Herschkorn                        herschko@rutcor.rutgers.edu

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