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Reading 'All of statistics' by Wasserman would be a much better bet than diving deep into measure-theoretic probability though.
by soVeryTired 9y ago
Reading 'All of statistics' by Wasserman would be a much better bet than diving deep into measure-theoretic probability though.
- gh02t 9y agoDepends on your goal, statistics and probability theory are separate (though of course related) fields with different applications. For me I really needed the measure-theoretic bits because I was (am) working on modeling ergodic processes. This article honestly doesn't go into enough detail to be especially useful but I like the direction the author approaches it from. I'm familiar with the text you mentioned, it's certainly good and would be better than this article for most, but comparing a textbook to a short web article isn't exactly fair.