Probability for Statisticians

by Galen R. Shorack
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Galen R. Shorack Probability for Statisticians
Galen R. Shorack - Probability for Statisticians

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The choice of examples used in this text clearly illustrate its use for a one-year graduate course. The material to be presented in the classroom constitutes a little more than half the text, while the rest of the text provides background, offers different routes that could be pursued in the classroom, as well as additional material that is appropriate for self-study. Of particular interest is a presentation of the major central limit theorems via Steins method either prior to or alternative to a characteristic function presentation. Additionally, there is considerable emphasis placed on the quantile function as well as the distribution function, with both the bootstrap and trimming presented. The section on martingales covers censored data martingales.


Galen R. Shorack

Further information

Illustrations Note:
4 SW-Abb., 15 Farbabb.

Still up front and central in the book, Chapters 1-5 provide the "measure theory" necessary for the rest of the textbook and Chapters 6-7 adapt that measure-theoretic background to the special needs of probability theory

Develops both mathematical tools and specialized probabilistic tools

Chapters organized by number of lectures to cover requisite topics, optional lectures, and self-study

Exercises interspersed within the text

Guidance provided to instructors to help in choosing topics of emphasis

Media Type:
Springer International Publishing
Biography Artist:

Galen Shorack, PhD, is Professor Emeritus in the Department of Statistics (of which he was a founding member) and Adjunct Professor in the Department of Mathematics at the University of Washington, Seattle.  He received his Bachelor of Science and Master of Science degrees in Mathematics from the University of Oregon and his PhD in Statistics from Stanford University.  Dr. Shorack's research interests include limit theorems in statistics, the theory of empirical processes, trimming-Winsorizing, and regular variation.  He has served as Associate Editor of the Annals of Mathematical Statistics (Annals of Statistics) and is Fellow of the Institute of Mathematical Statistics.

"It discusses measure theoretic probability from the viewpoint of what a theoretical statistician needs to know, and includes many details that an applied statistician may need to look up on occasion. Reading it frequently feels like you are sitting next to the author, with him pointing out the important parts, and suggesting how to think about things. I enjoyed that aspect very much, and it helps to solidify the readers understanding." (Peter Rabinovitch, MAA Reviews, January, 2018)

Number of Pages:

Master Data

Product Type:
Paperback book
Release date:
September 22, 2017
Package Dimensions:
0.25 x 0.18 x 0.032 m; 0.978 kg
Manufacturer Part Number:
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