Mathematical Underpinnings of Probability Theory

  • Phoebus J. Dhrymes


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.


Measurable Function Lebesgue Measure Measure Space Inverse Image Finite Measure 
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Authors and Affiliations

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

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