Probability: An Introduction Through Theory and Exercises

[BaDshaH]

Probability: An Introduction Through Theory and Exercises

English | 2023 | ISBN: 3031384911 | 395 Pages | PDF | 7 MB

The book begins with a review of the fundamentals of measure theory and integration. Probability measures, random variables, and their laws are introduced next, along with the main analytic tools for their investigation, accompanied by some applications to statistics. Questions of convergence lead to classical results such as the law of large numbers and the central limit theorem with their applications also to statistical analysis and more. Conditioning is the next main topic, followed by a thorough introduction to discrete time martingales. Some attention is given to computer simulation. Through the text, over 150 exercises with full solutions not only reinforce the concepts presented, but also provide students with opportunities to develop their problem-solving skills, and make this textbook suitable for guided self-study.

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