I am an engineering student and I studied probability textbook by Sheldon Ross and Engineering Statistic by Montgomery. However, I need to know more about the mathematics of probability and statistics. More precisely, I am eager to know about measure theory, what is the relationship/differences between measure theory and probability, probability metrics like Wasserstein metric, etc. I would be thankful if you can recommend any textbook or video course which is better.
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See https://stats.stackexchange.com/search?q=measure+theory+wiki%3Ayes. – whuber Dec 11 '17 at 16:39
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Measure theory/probability primer on youtube. Great lectures on measure theory on youtube. – Arjun Bahuguna Dec 11 '17 at 13:13