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An Intermediate Course in Probability

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The purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability theory before entering into more advanced courses (in probability and/or statistics). The presentation is fairly thorough and detailed with many solved examples. Several examples are solved with di erent methods in order to illustrate their di erent levels of sophistication, their pros, and their cons. The motivation for this style of exposition is that experience has proved that the hard part in courses of this kind usually is the application of the results and methods; to know how, when, and where to apply what; and then, technically, to solve a given problem once one knows how to proceed. Exercises are spread out along the way, and every chapter ends with a large selection of problems. Chapters 1 through 6 focus on some central areas of what might be called pure probability multivariate random variables, conditioning, tra- forms, order variables, the multivariate normal distribution, and convergence.

Kindle Edition

First published July 21, 1995

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About the author

Allan Gut

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Displaying 1 - 4 of 4 reviews
1 review
September 18, 2019
Dreadful book. Using this in my second course in probability right now. Poorly organized, hard to read notation, bad examples and explanations of the concepts.
1 review
March 2, 2016
This is just a bad book on the topic. Neither theoretical nor applied, full of mistakes and terrible explanations of even the simplest things. Not recommended.
Displaying 1 - 4 of 4 reviews

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