author : HERMAN J. BIERENS Pennsylvania State University
Contents
1 Probability and Measure
2 Borel Measurability, Integration, and Mathematical
Expectations
3 Conditional Expectations
4 Distributions and Transformations
5 The Multivariate Normal Distribution and Its Application
to Statistical Inference
6 Modes of Convergence
7 Dependent Laws of Large Numbers and Central Limit
Theorems
8 Maximum Likelihood Theory
[此贴子已经被作者于2008-7-15 12:39:41编辑过]