Please Recommend a Good Book on Measure Theory

  • Thread starter brian44
  • Start date
  • #1
23
0
All the books I want to read about probability and statistical estimation require some understanding of measure theory. What is a good introductory text on measure theory you would recommend (assuming no prior knowledge of measure theory at all)? I want to be able to teach myself from the book as well so it can't be too esoteric.

thanks for your help
 

Answers and Replies

  • #3
537
3
Books that I've come across, but don't have too much experience with are:
https://www.amazon.com/dp/0387943579/?tag=pfamazon01-20&tag=pfamazon01-20 by Soo B. Chae
https://www.amazon.com/dp/0763717088/?tag=pfamazon01-20&tag=pfamazon01-20 Space by Frank Jones
https://www.amazon.com/dp/0521711835/?tag=pfamazon01-20&tag=pfamazon01-20 by David Bressoud

In my opinion Lebesgue measure theory and integration is one of those subjects where there isn't a great textbook. If I remember correctly, all three of the above books define measure by a different method. You just sort of have to go with one. I recently learned from Real Analysis by Royden, but I do not recommend that text at all. Although, I second the recommendation of Bartle's book. It concentrates solely on measure and integration, but it is very expensive for such a small book.
 
Last edited by a moderator:
  • #4
jbunniii
Science Advisor
Homework Helper
Insights Author
Gold Member
3,447
227
Last edited by a moderator:

Related Threads on Please Recommend a Good Book on Measure Theory

Replies
10
Views
12K
Replies
3
Views
2K
  • Last Post
Replies
5
Views
4K
Replies
4
Views
9K
Replies
5
Views
2K
Replies
4
Views
3K
  • Last Post
Replies
8
Views
3K
  • Last Post
Replies
3
Views
4K
Replies
6
Views
1K
Top