Probability

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PROBABILITY

This book is an introduction to the mathematical theory of probability.

Contents

Preliminaries

  1. Introduction
  2. Set Theory

General probability

  1. Combinatorics
  2. Probability Spaces
  3. Conditional Probability

Random variables

  1. Random Variables
  2. Important Distributions
  3. Joint Distributions and Independence
  4. Properties of Distributions
  5. Conditional Distributions
  6. Transformation of Random Variables

Further reading

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