Probability and Conditional Expectation: Fundamentals for the Empirical Sciences

Probability and Conditional Expectations

• Presents a rigorous and detailed mathematical treatment of probability theory focusing on concepts that are fundamental to understand what we are estimating in applied statistics.
• Explores the basics of random variables along with extensive coverage of measurable functions and integration.
• Extensively treats conditional expectations also with respect to a conditional probability measure and the concept of conditional effect functions, which are crucial in the analysis of causal effects.
• Is illustrated throughout with simple examples, numerous exercises and detailed solutions.
• Provides website links to further resources including videos of courses delivered by the authors as well as R code exercises to help illustrate the theory presented throughout the book.