This book defines and investigates the concept of a random object. To accomplish this task in a natural way, it brings together three major areas; statistical inference, measure-theoretic probability theory and stochastic processes. This point of view has not been explored by existing textbooks; one would need material on real analysis, measure and probability theory, as well as stochastic processes - in addition to at least one text on statistics-...
Athanasios Christou Micheas is Associate Professor of Statistics at the University of Missouri.
"This impressive text presents a wealth of material in probability and statistics, backed with measure theory, topology, and functional analysis. The ambition is to integrate, from the very beginning, probability with statistical ideas, frequentists and Bayesian, to build an understanding of why, and how to construct stochastic models. The target readers are students (and teachers) at masters and PhD level, as well as researchers in probability and statistics. The style...
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