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Mathematical Underpinnings of Probability Theory

  • Phoebus J. Dhrymes
Chapter

Abstract

The purpose of this chapter is to provide a background on the results from probability and inference theory required for the study of several of the topics of contemporary econometrics.

An attempt will be made to give proofs for as many propositions as is consistent with the objectives of this chapter which are to provide the tools deemed necessary for the exposition of several topics in econometric theory; it is clearly not our objective to provide a substitute to a mathematical textbook of modern probability theory.

Keywords

Measurable Function Lebesgue Measure Measure Space Inverse Image Finite Measure 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© the Author 2013

Authors and Affiliations

  • Phoebus J. Dhrymes
    • 1
  1. 1.Department of EconomicsColumbia UniversityNew YorkUSA

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