Probability and Conditional Expectations bridges the gap between books on probability theory and statistics by providing the probabilistic concepts estimated and tested in analysis of variance, regression analysis, factor analysis, structural equation modeling, hierarchical linear models and analysis of qualitative data. The authors emphasize the theory of conditional expectations that is also fundamental to conditional independence and conditional distributions. 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.

Rolf Steyer, Institute of Psychology, University of Jena, Germany. Rolf teaches probability and conditional expectations and has been extensively involved in this area of research for the last 20 years. He also has a title (in German) on this topic Wahrscheinlichkeit und Regression, published by Springer in 2003. Rolf Steyer is also the founder and first president of the European Association of Methodology, as well as the founder and first speaker of the methodology group in the Deutsche Gesellschaft für Psychologie. http://www.metheval.uni-jena.de/team_leitung.php Werner Nagel, Institute of Stochastics, University of Jena, Germany. Werner is a mathematician and his research field is probability theory (with a focus in stochastic geometry). Werner has over 40 years' experience in teaching mathematics (in particular stochastics) at university, for students of mathematics as well as teaching to non-mathematicians such physicists, pharmacists, engineers, economists. http://www.stochastik.uni-jena.de/Mitarbeiter/PD+Dr_+W_+Nagel-p-121043.html

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