Tuesday, 5 August 2014

Text on introductory probability

To access the document version of the notes please go to the "Notes Corner" or my personal site directly.

The document can be viewed as the completion of a previous entry NSS combinatorics.


The document aims to provide a really basic introduction to probability. Elementary calculus(differentiation, integration, FToC) is assumed. They will be used in continuous random variables. Note that the text is not of a very pure taste. Computational aspects are covered in the text because it is a vital part of modern theory as well. Sometimes R codes and pseudo codes are included here, and it is perfectly fine to skip them.


Ch.1 Set and probability space
Ch.2 Combinatorics
Ch.3 Random variable
   --- RVs, transformations, conditionals, EVs
Ch.4 Randomness generation
Ch.5 Sum of random variables
   --- Convolution, law of large number, CLT


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