Probability and Random Variables A Beginner's Guide David Stirzaker PB Book

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This is a simple and concise introduction to probability theory, self-contained and readily accessible. It is written in an informal tutorial style with concepts and techniques defined and developed as necessary. After an elementary discussion of chance, the central and crucial rules and ideas of probability including independence and conditioning are set out. Counting, combinatorics and the ideas of probability distributions and densities are then introduced. Later chapters present random variables and examine independence, conditioning, covariance and functions of random variables, both discrete and continuous. The final chapter considers generating functions and applies this concept to practical problems including branching processes, random walks and the central limit theorem. Examples, demonstrations and exercises are used throughout to explore the ways in which probability is motivated by, and applied to, real-life problems in science, medicine, gaming and other subjects of interest. Essential proofs of important results are included.

Since it assumes minimal prior technical knowledge on the part of the reader, this book is suitable for students taking introductory courses in probability and will provide a solid foundation for more advanced courses in probability and statistics. It would also be a valuable reference for those needing a working knowledge of probability theory and will appeal to anyone interested in this endlessly fascinating and entertaining subject.