ABSTRACT
In this appendix we give some results in probability theory, matrix algebra, and analysis
that are essential in our treatment of statistics and that may not be treated in enough detail in
more specialized texts. Some of the material in this appendix, as well as extensions, can be
found in Anderson (1958), Billingsley (1995), Breiman (1968), Chung (1978), Dempster
(1969), Feller (1971), Loeve (1977), and Rao (1973).
