In article <[EMAIL PROTECTED]>,
Vadim Marmer <[EMAIL PROTECTED]> wrote:
>I have tried a number of textbooks but I still cannot find one that
>combines intuition with mathematical rigour in a satisfactory way. The
>best I have seen so far is 'Probability and Measure" by Billingsley,
>and the last one I have tried is "Probability for Statisticians" by
>Shorack which is great and provides a lot of details but too dry,
>and does not care much about developing intuition .
>What's your favorite textbook on Probability Measure Theory?
It is verbose, but Loeve has considerable advantages.
One criticism which has been made of it is that it uses the
"cafeteria" style of theorems, namely, only the necessary
conditions are used. I consider this to be an advantage,
as special cases allow proofs which conceal the concepts.
In proving a general version of a theorem, one usually is
forced to come dowm to the essentials.
As for developing intuition, this does not seem to be done
in any book on any subject.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
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