Basic Probability Theory

This introduction to more advanced courses in probability and real analysis emphasizes the probabilistic way of thinking, rather than measure-theoretic concepts. Its sole prerequisite is calculus.

**Tag(s):**
Probability

**Publication date**: 26 Jun 2008

**ISBN-10**:
0486466280

**ISBN-13**:
9780486466286

**Paperback**:
352 pages

**Views**: 6,454

Basic Probability Theory

This introduction to more advanced courses in probability and real analysis emphasizes the probabilistic way of thinking, rather than measure-theoretic concepts. Its sole prerequisite is calculus.

Book Description:

This introduction to more advanced courses in probability and real analysis emphasizes the probabilistic way of thinking, rather than measure-theoretic concepts. Geared toward advanced undergraduates and graduate students, its sole prerequisite is calculus.

Taking statistics as its major field of application, the text opens with a review of basic concepts, advancing to surveys of random variables, the properties of expectation, conditional probability and expectation, and characteristic functions. Subsequent topics include infinite sequences of random variables, Markov chains, and an introduction to statistics. Complete solutions to some of the problems appear at the end of the book.

This introduction to more advanced courses in probability and real analysis emphasizes the probabilistic way of thinking, rather than measure-theoretic concepts. Geared toward advanced undergraduates and graduate students, its sole prerequisite is calculus.

Taking statistics as its major field of application, the text opens with a review of basic concepts, advancing to surveys of random variables, the properties of expectation, conditional probability and expectation, and characteristic functions. Subsequent topics include infinite sequences of random variables, Markov chains, and an introduction to statistics. Complete solutions to some of the problems appear at the end of the book.

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About The Author(s)

Robert B. Ash (1935-2015) is Professor Emeritus of Mathematics in the Department of Mathematics at the University of Illinois. He was an Assistant Professor in Electrical Engineering at Columbia University and then a Visiting Assistant Professor at the University of California, Berkeley, before coming to the University of Illinois Department of Mathematics in 1963. He retired in 1990. Bob wrote thirteen textbooks but he was most proud of the eight books he posted on his web page during his retirement that were available for free downloading.

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