Probability and Random Variables

This concise introduction to probability theory is written in an informal, tutorial style with concepts and techniques defined and developed as necessary. After an elementary discussion of chance, Stirzaker sets out the central and crucial rules and ideas of probability including independence and conditioning. Counting, combinatorics, and the ideas of probability distributions and densities follow. 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. Assuming 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 is also a valuable reference to those needing a working knowledge of probability theory and will appeal to anyone interested in this endlessly fascinating and entertaining subject.

• Very slow and gentle start which does not assume knowledge of calculus so suitable for students in any subject taking basic courses
• Treats discrete and continuous variable together allowing intuition to aid understanding
• Lots of exercises (with solutions) and examples and covers subject in a comprehensive way so suitable for any introductory course anywhere