Contents
Preface page xv
1 Probability and Measure 1
2 Borel Measurability, Integration, and Mathematical Expectations 37
3 Conditional Expectations 66
4 Distributions and Transformations 86
5 The Multivariate Normal Distribution and Its Application to Statistical Inference 110
6 Modes of Convergence 137
7 Dependent Laws of Large Numbers and Central Limit Theorems 179
8 Maximum Likelihood Theory 205
References 315
Index 317