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Understanding Probability

Henk Tijms
Publisher: 
Cambridge University Press
Publication Date: 
2012
Number of Pages: 
562
Format: 
Paperback
Edition: 
3
Price: 
48.00
ISBN: 
9781107658561
Category: 
Textbook
[Reviewed by
Fernando Q. Gouvêa
, on
08/8/2012
]

See our review of the second edition. In addition to the disappearance of the subtitle, changes in the third edition include new material on coincidences, optimal stopping, Kelly betting, and hitting probabilities in random walks. The more theoretical second half has new sections on continuous Bayesian statistics, the law of the iterated logarithm, Markov Chain Monte Carlo simulation, and continuous-time Markov chains.

Preface
Introduction
Part I. Probability in Action: 1. Probability questions
2. The law of large numbers and simulation
3. Probabilities in everyday life
4. Rare events and lotteries
5. Probability and statistics
6. Chance trees and Bayes' rule
Part II. Essentials of Probability: 7. Foundations of probability theory
8. Conditional probability and Bayes
9. Basic rules for discrete random variables
10. Continuous random variables
11. Jointly distributed random variables
12. Multivariate normal distribution
13. Conditioning by random variables
14. Generating functions
15. Discrete-time Markov chains
16. Continuous-time Markov chains
Appendix
Counting methods and ex
Recommended reading
Answers to odd-numbered problems
Bibliography
Index.