May I get some recommendation on text book on real analysis for undergrad in statistics? Thank you.

  • $\begingroup$ Are you looking for a book that treats measure theory from a stats perspective, or a mathematical stats book that has a focus on real analysis? Also, is this a book for self-study to supplement for a student in a class, or will you be using it as the teacher, etc? It might be helpful to know the book's particular purpose. $\endgroup$
    – Nick C
    Oct 5 '17 at 23:49
  • $\begingroup$ The standard for real analysis is Walter Rudin's "Principles of Mathematical Analysis". I didn't get that as an undergraduate, and feel that I partly wasted a few decades by not getting it. $\endgroup$ Oct 5 '17 at 23:52

Maybe this would be more useful "for [an] undergrad in statistics" than a text on pure real analysis? A review in an ASA journal says it is "user-friendly":

Adams, Malcolm Ritchie, and Victor Guillemin. Measure theory and probability. Boston: Birkhäuser, 1996.


"…the text is user friendly to the topics it considers and should be very accessible…Instructors and students of statistical measure theoretic courses will appreciate the numerous informative exercises; helpful hints or solution outlines are given with many of the problems. All in all, the text should make a useful reference for professionals and students."—The Journal of the American Statistical Association


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.