A First Look at Rigorous Probability Theory

Product Description

Provides a mathematical understanding of probabilities and algebras, random variables, distributions, and expected values, and inequalities and laws of large numbers. Contains a number of exercises. Softcover. PrefaceviiThe need for measure theory1(5)Various kinds of random variables1(1)The uniform distribution and non-measurable sets2(2)Additional exercises4(1)Section summary5(1)Probability triples6(15)Basic definition6(1)Discrete probability spaces7(1)Constructing Lebesgue measure8(2)The extension theorem10(4)More on Lebesgue measure14(2)Coin tossing and other measures16(2)Additional exercises18(2)Section summary20(1)Further probabilistic foundations21(11)Random variables21(2)Independence…