Page 61 - Computational Statistics Handbook with MATLAB

Chapter 2: Probability Concepts 47

At the graduate level, there is a book by Billingsley [1995] on probability
and measure theory. He uses probability to motivate measure theory and
then uses measure theory to generate more probability concepts. Another
good reference is a text on probability and real analysis by Ash [1972]. This is
suitable for graduate students in mathematics and statistics. For a book that
can be used by graduate students in mathematics, statistics and engineering,
see Port [1994]. This text provides a comprehensive treatment of the subject
and can also be used as a reference by professional data analysts. Finally,
Breiman [1992] provides an overview of probability theory that is accessible
to statisticians and engineers.

© 2002 by Chapman & Hall/CRC