Probability theory, independence, interchangeability, Martingales

Name: Probability theory, independence, interchangeability, Martingales
ISBN: 0387903313

by Yuan-shih Chow · first published 1978

2mentions

1recommended by

2HN commenters

2011first – last mentioned

50% recommend50% neutral

Affiliate links. As an Amazon Associate I earn from qualifying purchases.

Mentions per year

NY_Entrepreneur · Jul 6, 2011 · Recommends

…presentations of much the same material include: Kai Lai Chung, 'A Course in Probability Theory, Second Edition', ISBN 0-12-174650-X, Academic Press, New York, 1974. and Yuan Shih Chow and Henry Teicher, 'Probability Theory: Independence, Interchangeability, Martingales', ISBN 0-387-90331-3, Springer-Verlag, New York, 1978. In total, those texts nail down 'probability' at all four corners and make it a rock solid topic in applied math. Good knowledge of, say, Breiman…
on “Suggest good sites/books on probability” ↗
NY_USA_Hacker · Mar 20, 2011 · Mentions

…'Probability Theory, I and II, 4th Edition', Springer-Verlag. Kai Lai Chung, 'A Course in Probability Theory, Second Edition', ISBN 0-12-174650-X, Academic Press. Yuan Shih Chow and Henry Teicher, 'Probability Theory: Independence, Interchangeability, Martingales', ISBN 0-387-90331-3, Springer-Verlag. Essentially what is going on is that we are defining P as a non-negative real 'measure' with 'total mass 1' as in any of: Paul R. Halmos, 'Measure Theory', D.…
on “Think Stats, using python to learn stats ” ↗