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Lectures on Probability Theory and Mathematical Statistics
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  • Title: Lectures on Probability Theory and Mathematical Statistics
  • Author(s) Marco Taboga
  • Publisher: Statlect.com
  • License(s): Despite being freely accessible, Statlect is copyrighted
  • Hardcover/Paperback: N/A
  • eBook: HTML
  • Language: English
  • ISBN-10/ASIN: N/A
  • ISBN-13: N/A
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Book Description

This is a collection of lectures on probability theory and mathematical statistics written by Marco Taboga, a professional financial economist with a passion for mathematics. It is offered as a free service to the mathematical community and provides an accessible introduction to topics that are not usually found in elementary textbooks. It collects results and proofs, especially on probability distributions, that are hard to find in standard references and are scattered here and there in more specialistic books.

These lectures have been in the recommended reading lists of statistics classes in several universities, including Dartmouth College, Michigan State University, University of North Carolina - Chapel Hill, Stanford University, University of Texas - Austin, Yale University, Washington University, University of Wisconsin, as well as in many other universities both in the US and in the rest of the world.

About the Authors
  • Marco Taboga is a pricipal economist at the Bank of Italy, where he has led teams of PhDs in mathematics and economics. He holds a PhD in applied mathematics and a Master in finance from the London School of Economics and Political Science. He has taught mathematics and statistics in university courses. He has published several articles in top scholarly journals, including Mathematical Finance, The Journal of Money Credit and Banking and International Finance.
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