Measure-Theoretic Probability: With Applications to Statistics, Finance, and Engineering (Compact Textbooks in Mathematics)
by Kenneth Shum
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Fulfillment optionsMeasure-Theoretic Probability
This textbook offers an approachable introduction to measure-theoretic probability, illustrating core concepts with examples from statistics and engineering. The author presents complex concepts in a succinct manner, making otherwise intimidating material approachable to undergraduates who are not necessarily studying mathematics as their major. Throughout, readers will learn how probability serves as the language in a variety of exciting fields. Specific applications covered include the coupon collector’s problem, Monte Carlo integration in finance, data compression in information theory, and more.
Measure-Theoretic Probability is ideal for a one-semester course and will best suit undergraduates studying statistics, data science, financial engineering, and economics who want to understand and apply more advanced ideas from probability to their disciplines. As a concise and rigorous introduction to measure-theoretic probability, it is also suitable for self-study.Prerequisites include a basic knowledge of probability and elementary concepts from real analysis.
Details
- Publisher
- Springer International Publishing
- Author
- Kenneth Shum
- Format
- Paperback
- Published
- Mar 31, 2024
- ISBN-13
- 9783031498329
- Pages
- 259
- Printing
- Printed on demand
Measure-Theoretic Probability for groups: pricing
Volume pricing applies automatically in your cart. No codes, no account needed.
| Copies | Price per copy | You save |
|---|---|---|
| 25 – 49 | $52.79 | 12% off list |
| 50 – 99 | $52.19 | 13% off list |
| 100+ | $51.59 | 14% off list |
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Measure-Theoretic Probability: With Applications to Statistics, Finance, and Engineering (Compact Textbooks in Mathematics)
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