I am looking for an advice on a good textbook in measure and probability. Most graduate level textbooks that I have seen just lay out definitions and theorems and do not give any intuition behind those definitions. I am looking for a textbook that does more. For example, I would like to see an intuitive explanation why such transformation of a random variable as an expectation may be representative, and why in applied statistical models we may concentrate on expectations; and I want an explanation built on arguments other than law of large numbers. Sent via Deja.com http://www.deja.com/ ================================================================= Instructions for joining and leaving this list and remarks about the problem of INAPPROPRIATE MESSAGES are available at http://jse.stat.ncsu.edu/ =================================================================
