Probability Theory: A First Course in Probability Theory and Statistics

Werner Linde

Published by De Gruyter 2016

Probability Theory

A First Course in Probability Theory and Statistics

Werner Linde

In the series De Gruyter Textbook

https://doi.org/10.1515/9783110466195

Overview
Contents

About this book

This book is intended as an introduction to Probability Theory and Mathematical Statistics for students in mathematics, the physical sciences, engineering, and related fields. It is based on the author’s 25 years of experience teaching probability and is squarely aimed at helping students overcome common difficulties in learning the subject. The focus of the book is an explanation of the theory, mainly by the use of many examples. Whenever possible, proofs of stated results are provided. All sections conclude with a short list of problems. The book also includes several optional sections on more advanced topics. This textbook would be ideal for use in a first course in Probability Theory.

Contents:
Probabilities
Conditional Probabilities and Independence
Random Variables and Their Distribution
Operations on Random Variables
Expected Value, Variance, and Covariance
Normally Distributed Random Vectors
Limit Theorems
Mathematical Statistics
Appendix
Bibliography
Index

Unpacking the theory through examples.
Contains proofs of the stated results.
A collection of problems related to the contents of each section.
More advanced facts and results assigned with a star for advanced students.

Author / Editor information

Werner Linde, University of Jena, Germany.

Topics

Frontmatter Publicly Available Download PDF	I
Preface Requires Authentication Unlicensed Licensed Download PDF	VII
Contents Publicly Available Download PDF	XI
1. Probabilities Requires Authentication Unlicensed Licensed Download PDF	1
2. Conditional Probabilities and Independence Requires Authentication Unlicensed Licensed Download PDF	86
3. Random Variables and Their Distribution Requires Authentication Unlicensed Licensed Download PDF	105
4. Operations on Random Variables Requires Authentication Unlicensed Licensed Download PDF	149
5. Expected Value, Variance, and Covariance Requires Authentication Unlicensed Licensed Download PDF	200
6. Normally Distributed Random Vectors Requires Authentication Unlicensed Licensed Download PDF	248
7. Limit Theorems Requires Authentication Unlicensed Licensed Download PDF	264
8. Mathematical Statistics Requires Authentication Unlicensed Licensed Download PDF	301
A Appendix Requires Authentication Unlicensed Licensed Download PDF	365
Bibliography Requires Authentication Unlicensed Licensed Download PDF	389
Index Requires Authentication Unlicensed Licensed Download PDF	391

(Deutsch)

Language: English
Publisher: De Gruyter
Audience: Students of Mathematics; aspiring Maths Teachers; Academic Libraries.
Pages
- Front matter: 14
- Main content: 395
Illustrations
- Illustrations: 16
Keywords: Grundlagen; Stochastik; Wahrscheinlichkeitstheorie

eBook

Published: October 24, 2016
ISBN: 9783110466195

Paperback

Published: October 24, 2016
ISBN: 9783110466171