This 2nd edition textbook offers a rigorous introduction to measure theoretic probability with
particular attention to topics of interest to mathematical statisticians-a textbook for courses
in probability for students in mathematical statistics. It is recommended to anyone interested
in the probability underlying modern statistics providing a solid grounding in the
probabilistic tools and techniques necessary to do theoretical research in statistics. For the
teaching of probability theory to post graduate statistics students this is one of the most
attractive books available. Of particular interest is a presentation of the major central limit
theorems via Stein's method either prior to or alternative to a characteristic function
presentation. Additionally there is considerable emphasis placed on the quantile function as
well as the distribution function. The bootstrap and trimming are both presented. Martingale
coverage includes coverage of censored data martingales. The text includes measure theoretic
preliminaries from which the authors own course typically includes selected coverage. This is
a heavily reworked and considerably shortened version of the first edition of this textbook.
Extra and background material has been either removed or moved to the appendices and important
rearrangement of chapters has taken place to facilitate this book's intended use as a textbook.
