Название: Introduction to Probability
Автор: David F. Anderson, Timo Seppalainen
Издательство: Cambridge University Press
Серия: Cambridge Mathematical Textbooks
Год: 2018
Страниц: 445
Язык: английский
Формат: pdf (true)
Размер: 18.9 MB

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.

Short, illuminating proofs are given for many statements but are not emphasized. The main focus of the book is on applying the mathematics to model simple settings with random outcomes and on calculating probabilities and expectations. Introductory probability is a blend of mathematical abstraction and hands-on computation where the mathematical concepts and examples have concrete real-world meaning.