A first course in probability theory pdf

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More options. Find it at other libraries via WorldCat Limited preview. Contents Frontmatter Preface Contents 1. Probabilities 2. Conditional Probabilities and Independence 3. Random Variables and Their Distribution 4. Operations on Random Variables 5. Expected Value, Variance, and Covariance 6. Normally Distributed Random Vectors 7. Limit Theorems 8. Mathematical Statistics A Appendix Bibliography Index Summary This book is intended as an introduction to Probability Theory and Mathematical Statistics for students in mathematics, the physical sciences, engineering, and related fields.

It is based on the author's 25 years of experience teaching probability and is squarely aimed at helping students overcome common difficulties in learning the subject. The focus of the book is an explanation of the theory, mainly by the use of many examples.

Whenever possible, proofs of stated results are provided.