This edition covers the standard materials to be expected in a course from a calculus-based course in probability. A new chapter is added to cover exchangeability, embedding, and Monte Carlo simulation.
Contents:
- Preface to the First Edition
- Preface to the Second Edition
- Notations and Abbreviations
- Permutation and Combination
- Axioms of Probability
- Conditional Probability
- Random Variables
- Discrete Random Variables
- Continuous Random Variables
- Jointly Distributed Random Variables
- Dependence and More on Expectations
- Limit Theorems
- Exchangeability, Embedding, and Monte Carlo
- A Terse Introduction to Mathematica
- Answers to Odd-Numbered Problems
- Index
Readership: Undergraduate students specialising in mathematics, engineering, computer science, actuarial science and business.
Edward P C Kao is a Professor of Mathematics at the University of Houston. He received his PhD from Stanford and did his post-doctoral work at Yale. He was a Visiting Scientist at the Operations Research Center at MIT during 9/97–5/98.Professor Kao served as an Associate Editor of Operation Research, 1/83–12/87; Associate Editor of Inform Journal on Computing, 1/927/96, and the Area Editor in Computational Probability and Analysis of Inform Journal on Computing, 8/96–1/07.Professor Kao is the author of An Introduction of Stochastic Processes, Duxbury,1997; China Machine Press, 2002, and Dover 2019. He served as consulting statistician for various companies and legal institutions.