Probability

This book is an introduction to the mathematical theory of probability.

Contents

Preliminaries

• Introduction
• Set Theory
• The Counting Principle
• Combinatorics
• Probability Spaces
• Conditional Probability

Random Variables

• Random Variables
• Moments and Expectation
• Important Distributions
• Important Densities
• Transformation of Probability Densities
• Joint Distributions
• Limit Theorems
• Applications of Random Variables
• Sampling / Generation of Random Variables

Poisson Processes

Markov Chains

Further reading

• Index
• Links
• For a gentler introduction to probability, see High School Mathematics Extensions/Discrete Probability.
• Many subjects have probability as a prerequisite: Engineering Analysis, Signals and Systems, Statistics.