Discrete Probability
The Cast of Characters
Properties of Probability
Simulation
Random Sampling
Conditional Probability
Independence
Discrete Distributions
Discrete Random Variables, Distributions, and Expectations
Bernoulli and Binomial Random Variables
Geometric and Negative Binomial Random Variables
Poisson Distribution
Joint, Marginal, and Conditional Distributions
More on Expectation
Continuous Probability
From the Finite to the (Very) Infinite
Continuous Random Variables and Distributions
Continuous Expectation
Continuous Distributions
The Normal Distribution
Bivariate Normal Distribution
New Random Variables from Old
Order Statistics
Gamma Distributions
Chi-Square, Student’s t, and F-Distributions
Transformations of Normal Random Variables
Asymptotic Theory
Strong and Weak Laws of Large Numbers
Central Limit Theorem
Stochastic Processes and Applications
Markov Chains
Poisson Processes
Queues
Brownian Motion
Financial Mathematics
Appendix
Introduction to Mathematica
Glossary of Mathematica Commands for Probability
Short Answers to Selected Exercises
References
Index