Probability: A Lively Introduction

Comprehensive, yet concise, this textbook is the go-to guide to learn why probability is so important and its applications.

Henk Tijms (Author)

9781108407847, Cambridge University Press

Paperback / softback, published 6 October 2017

546 pages, 37 b/w illus.
22.8 x 15.2 x 2.4 cm, 0.88 kg

'This is indeed a lively introduction to probability theory. The book is addressed basically to undergraduate students and their teachers. All traditional notions, results, ideas and techniques are included and discussed in detail. This is done smoothly and gradually in a master style.' Jordan M. Stoyanov, ZB Math Reviews

Probability has applications in many areas of modern science, not to mention in our daily life. Its importance as a mathematical discipline cannot be overrated, and it is a fascinating and surprising topic in its own right. This engaging textbook with its easy-to-follow writing style provides a comprehensive yet concise introduction to the subject. It covers all of the standard material for undergraduate and first-year-graduate-level courses as well as many topics that are usually not found in standard texts, such as Bayesian inference, Markov chain Monte Carlo simulation, and Chernoff bounds.

1. Foundations of probability theory
2. Conditional probability
3. Discrete random variables
4. Continuous random variables
5. Jointly distributed random variables
6. Multivariate normal distribution
7. Conditioning by random variables
8. Generating functions
9. Additional topics in probability
10. Discrete-time Markov chains
11. Continuous-time Markov chains.

Subject Areas: Probability & statistics [PBT]