Preface
Published online by Cambridge University Press: 05 June 2012
Summary
Probability is the most important concept in modern science especially as nobody has the slightest notion what it means.
Bertrand RussellAbout 15 years ago, I wrote the book Essentials of Probability, which was designed for a one-semester course in probability that was taken by math majors and students from other departments. This book is, in some sense, the second edition of that book, but there are several important changes:
Chapter 1 quickly introduces the notions of independence, distribution, and expected value, which previously made their entrance in Chapters 2, 3, and 4. This makes it easier to discuss examples; for example, we can now talk about the expected value of bets.
For 5 years these notes were used in a course for students who knew only a little calculus and were looking to satisfy their distribution requirement in mathematics, so it is aimed at a wider audience.
Markov chains are covered, and thanks to a suggestion of Lea Popovic, this topic appears right after the notion of conditional probability is discussed. This material is usually covered in an undergraduate stochastic processes course, if you are fortunate enough to offer one in your department, but in our experience this material is popular with students.
Continuous distributions are presented as an optional topic. This decision originated to minimize the reliance on calculus, but in time I have grown to enjoy abandoning the boring mechanics of marginal and conditional distributions to spend more time talking about probability.
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- Information
- Elementary Probability for Applications , pp. vii - xPublisher: Cambridge University PressPrint publication year: 2009