An Intermediate Course in Probability

An Intermediate Course in Probability

Author: Allan Gut

Publisher: Springer Science & Business Media

Published: 2013-04-17

Total Pages: 288

ISBN-13: 1475724314

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The purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability the ory before entering into more advanced courses (in probability and/or statistics). The presentation is fairly thorough and detailed with many solved examples. Several examples are solved with different methods in order to illustrate their different levels of sophistication, their pros, and their cons. The motivation for this style of exposition is that experi ence has proved that the hard part in courses of this kind usually in the application of the results and methods; to know how, when, and where to apply what; and then, technically, to solve a given problem once one knows how to proceed. Exercises are spread out along the way, and every chapter ends with a large selection of problems. Chapters I through VI focus on some central areas of what might be called pure probability theory: multivariate random variables, condi tioning, transforms, order variables, the multivariate normal distribution, and convergence. A final chapter is devoted to the Poisson process be cause of its fundamental role in the theory of stochastic processes, but also because it provides an excellent application of the results and meth ods acquired earlier in the book. As an extra bonus, several facts about this process, which are frequently more or less taken for granted, are thereby properly verified.


Probability: A Graduate Course

Probability: A Graduate Course

Author: Allan Gut

Publisher: Springer Science & Business Media

Published: 2006-03-16

Total Pages: 617

ISBN-13: 0387273328

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This textbook on the theory of probability starts from the premise that rather than being a purely mathematical discipline, probability theory is an intimate companion of statistics. The book starts with the basic tools, and goes on to cover a number of subjects in detail, including chapters on inequalities, characteristic functions and convergence. This is followed by explanations of the three main subjects in probability: the law of large numbers, the central limit theorem, and the law of the iterated logarithm. After a discussion of generalizations and extensions, the book concludes with an extensive chapter on martingales.


Introduction to Probability

Introduction to Probability

Author: John E. Freund

Publisher: Courier Corporation

Published: 2012-05-11

Total Pages: 276

ISBN-13: 0486158438

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Featured topics include permutations and factorials, probabilities and odds, frequency interpretation, mathematical expectation, decision making, postulates of probability, rule of elimination, much more. Exercises with some solutions. Summary. 1973 edition.


Introduction to Probability

Introduction to Probability

Author: Dimitri Bertsekas

Publisher: Athena Scientific

Published: 2008-07-01

Total Pages: 544

ISBN-13: 188652923X

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An intuitive, yet precise introduction to probability theory, stochastic processes, statistical inference, and probabilistic models used in science, engineering, economics, and related fields. This is the currently used textbook for an introductory probability course at the Massachusetts Institute of Technology, attended by a large number of undergraduate and graduate students, and for a leading online class on the subject. The book covers the fundamentals of probability theory (probabilistic models, discrete and continuous random variables, multiple random variables, and limit theorems), which are typically part of a first course on the subject. It also contains a number of more advanced topics, including transforms, sums of random variables, a fairly detailed introduction to Bernoulli, Poisson, and Markov processes, Bayesian inference, and an introduction to classical statistics. The book strikes a balance between simplicity in exposition and sophistication in analytical reasoning. Some of the more mathematically rigorous analysis is explained intuitively in the main text, and then developed in detail (at the level of advanced calculus) in the numerous solved theoretical problems.


An Intermediate Course in Probability

An Intermediate Course in Probability

Author: Allan Gut

Publisher: Springer Science & Business Media

Published: 2009-06-06

Total Pages: 310

ISBN-13: 1441901620

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This is the only book that gives a rigorous and comprehensive treatment with lots of examples, exercises, remarks on this particular level between the standard first undergraduate course and the first graduate course based on measure theory. There is no competitor to this book. The book can be used in classrooms as well as for self-study.


Introduction to Probability

Introduction to Probability

Author: David F. Anderson

Publisher: Cambridge University Press

Published: 2017-11-02

Total Pages: 447

ISBN-13: 110824498X

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This classroom-tested textbook is an introduction to probability theory, with the right balance between mathematical precision, probabilistic intuition, and concrete applications. Introduction to Probability covers the material precisely, while avoiding excessive technical details. After introducing the basic vocabulary of randomness, including events, probabilities, and random variables, the text offers the reader a first glimpse of the major theorems of the subject: the law of large numbers and the central limit theorem. The important probability distributions are introduced organically as they arise from applications. The discrete and continuous sides of probability are treated together to emphasize their similarities. Intended for students with a calculus background, the text teaches not only the nuts and bolts of probability theory and how to solve specific problems, but also why the methods of solution work.


Probability and Statistics with R

Probability and Statistics with R

Author: Maria Dolores Ugarte

Publisher: CRC Press

Published: 2008-04-11

Total Pages: 710

ISBN-13: 158488892X

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Designed for an intermediate undergraduate course, Probability and Statistics with R shows students how to solve various statistical problems using both parametric and nonparametric techniques via the open source software R. It provides numerous real-world examples, carefully explained proofs, end-of-chapter problems, and illuminating graphs


Exercises in Probability

Exercises in Probability

Author: T. Cacoullos

Publisher: Springer Science & Business Media

Published: 2012-12-06

Total Pages: 251

ISBN-13: 1461245265

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The author, the founder of the Greek Statistical Institute, has based this book on the two volumes of his Greek edition which has been used by over ten thousand students during the past fifteen years. It can serve as a companion text for an introductory or intermediate level probability course. Those will benefit most who have a good grasp of calculus, yet, many others, with less formal mathematical background can also benefit from the large variety of solved problems ranging from classical combinatorial problems to limit theorems and the law of iterated logarithms. It contains 329 problems with solutions as well as an addendum of over 160 exercises and certain complements of theory and problems.


A Modern Introduction to Probability and Statistics

A Modern Introduction to Probability and Statistics

Author: F.M. Dekking

Publisher: Springer Science & Business Media

Published: 2006-03-30

Total Pages: 485

ISBN-13: 1846281687

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Suitable for self study Use real examples and real data sets that will be familiar to the audience Introduction to the bootstrap is included – this is a modern method missing in many other books