Probability, Statistics and Econometrics provides a concise, yet rigorous, treatment of the field that is suitable for graduate students studying econometrics, very advanced undergraduate students, and researchers seeking to extend their knowledge of the trinity of fields that use quantitative...

Preface -- Introduction to probability and statistics -- Foundation of probability theory -- Random variables and univariate probability distributions -- Important probability distributions -- Multivariate probability distributions -- Introduction to sampling theory -- Convergences and limit...