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October 10 , 2010

Probability Theory

A Complete One-Semester Course


This book provides a systematic, self-sufficient and yet short presentation of the mainstream topics on introductory Probability Theory with some selected topics from Mathematical Statistics. It is suitable for a 10- to 14-week course for second- or third-year undergraduate students in Science, Mathematics, Statistics, Finance, or Economics, who have completed some introductory course in Calculus. There is a sufficient number of problems and solutions to cover weekly tutorials.

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  • Probability
  • Random Variables
  • Joint Distributions
  • Transformations of the Distributions
  • Expectation of Random Variables
  • Variance and Covariance
  • Conditional Expectations
  • Moment Generating Functions
  • Analysis of Some Important Distributions
  • Limit Theorems
  • Statistical Inference: Point Estimation
  • Statistical Inference: Interval Estimation
  • Appendices:
    • Solutions for the Problems for Weeks 1–12
    • Sample Problems for Final Exams
    • Some Bonus Challenging Problems
    • Statistical Tables

Readership: Undergraduate students, teachers and lecturers in Mathematics and Statistics.

Key Features:
  • This book is short and comprehensive
  • The amount of material is exactly as is needed for a one-semester course
  • There are enough problems with solutions to cover weekly tutorials
  • Supplementary PDF files of presentation slides are provided for lecturers who adopt the textbook
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