Basic Course in Measure and Probability - Leadbetter, Ross (University of North Carolina, Chapel Hill) a Cambanis, Stamatis (University of North Carolina, Chapel Hill) a Pipiras, Vladas (University of North Carolina, Chapel Hill)

This concise introduction covers all of the measure theory and probability most useful for statisticians. Originating from the authors' own graduate course, it is perfect for a two-term course or for self-study. It is especially useful to graduate students in related fields who want to shore up their mathematical foundation.