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[Fristedt & Gray] A Modern Approach to Probability Theory.pdf
(67.48 MB, 需要: 10 个论坛币)
[Fristedt & Gray] Solutions, answers, and hints for selected problems.pdf
(596.92 KB)
看到有人求这本书，贴出来分享给大家，部分内容是PhD level计量的前置知识，后面也涵盖随机过程等其他概率论方面的知识，目录书签是我手动添加，所以可能有错误和疏漏，欢迎大家给予反馈，以下为书籍概述。另外附上部分习题答案。
This book is intended as a textbook in probability for graduate students in mathematics and related areas such as statistics, economics, physics, and operations research. Probability theory is a 'difficult' but productive marriage of mathematical abstraction and everyday intuition, and we have attempted to exhibit this fact. Thus we may appear at times to be obsessively careful in our presentation of the material, but our experience has shown that many students find themselves quite handicapped because they have never properly come to grips with the subtleties of the definitions and mathematical structures that form the foundation of the field. Also, students may find many of the examples and problems to be computationally challenging, but it is our belief that one of the fascinating aspects of prob ability theory is its ability to say something concrete about the world around us, and we have done our best to coax the student into doing explicit calculations, often in the context of apparently elementary models. The practical applications of probability theory to various scientific fields are far-reaching, and a specialized treatment would be required to do justice to the interrelations between prob ability and any one of these areas. However, to give the reader a taste of the possibilities, we have included some examples, particularly from the field of statistics, such as order statistics, Dirichlet distributions, and minimum variance unbiased estimation.
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