
Introduction to Probability
George G. Roussas(Author)
Academic Press
2nd Edition
Published on 21. January 2014
Book
Hardback
546 pages
978-0-12-800041-0 (ISBN)
Description
Introduction to Probability, Second Edition, discusses probability theory in a mathematically rigorous, yet accessible way. This one-semester basic probability textbook explains important concepts of probability while providing useful exercises and examples of real world applications for students to consider.
This edition demonstrates the applicability of probability to many human activities with examples and illustrations. After introducing fundamental probability concepts, the book proceeds to topics including conditional probability and independence; numerical characteristics of a random variable; special distributions; joint probability density function of two random variables and related quantities; joint moment generating function, covariance and correlation coefficient of two random variables; transformation of random variables; the Weak Law of Large Numbers; the Central Limit Theorem; and statistical inference. Each section provides relevant proofs, followed by exercises and useful hints. Answers to even-numbered exercises are given and detailed answers to all exercises are available to instructors on the book companion site.
This book will be of interest to upper level undergraduate students and graduate level students in statistics, mathematics, engineering, computer science, operations research, actuarial science, biological sciences, economics, physics, and some of the social sciences.
This edition demonstrates the applicability of probability to many human activities with examples and illustrations. After introducing fundamental probability concepts, the book proceeds to topics including conditional probability and independence; numerical characteristics of a random variable; special distributions; joint probability density function of two random variables and related quantities; joint moment generating function, covariance and correlation coefficient of two random variables; transformation of random variables; the Weak Law of Large Numbers; the Central Limit Theorem; and statistical inference. Each section provides relevant proofs, followed by exercises and useful hints. Answers to even-numbered exercises are given and detailed answers to all exercises are available to instructors on the book companion site.
This book will be of interest to upper level undergraduate students and graduate level students in statistics, mathematics, engineering, computer science, operations research, actuarial science, biological sciences, economics, physics, and some of the social sciences.
Reviews / Votes
"...a very traditional mathematics text on the topic of probability. Readers should be comfortable with multiple integrals and, in spots, a little linear algebra. The writing is clear and concise." --MAA.org, August 18 2014More details
Edition
2nd edition
Language
English
Place of publication
San Diego
United States
Publishing group
Elsevier Science Publishing Co Inc
Target group
College/higher education
Advanced undergraduate and graduate students in mathematics, physics, engineering, statistics, actuarial science, operations research, and computer science.
Illustrations
Illustrated
Dimensions
Height: 235 mm
Width: 191 mm
Weight
840 gr
ISBN-13
978-0-12-800041-0 (9780128000410)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
Other editions
Additional editions

George G. Roussas
Introduction to Probability
E-Book
11/2013
2nd Edition
Academic Press
€70.99
Available for download
Previous edition

George G. Roussas
Introduction to Probability
Book
10/2006
Academic Press
€80.46
Article exhausted; check for reprint
Person
George G. Roussas earned a B.S. in Mathematics with honors from the University of Athens, Greece, and a Ph.D. in Statistics from the University of California, Berkeley. As of July 2014, he is a Distinguished Professor Emeritus of Statistics at the University of California, Davis. Roussas is the author of five books, the author or co-author of five special volumes, and the author or co-author of dozens of research articles published in leading journals and special volumes. He is a Fellow of the following professional societies: The American Statistical Association (ASA), the Institute of Mathematical Statistics (IMS), The Royal Statistical Society (RSS), the American Association for the Advancement of Science (AAAS), and an Elected Member of the International Statistical Institute (ISI); also, he is a Corresponding Member of the Academy of Athens. Roussas was an associate editor of four journals since their inception, and is now a member of the Editorial Board of the journal Statistical Inference for Stochastic Processes. Throughout his career, Roussas served as Dean, Vice President for Academic Affairs, and Chancellor at two universities; also, he served as an Associate Dean at UC-Davis, helping to transform that institution's statistical unit into one of national and international renown. Roussas has been honored with a Festschrift, and he has given featured interviews for the Statistical Science and the Statistical Periscope. He has contributed an obituary to the IMS Bulletin for Professor-Academician David Blackwell of UC-Berkeley, and has been the coordinating editor of an extensive article of contributions for Professor Blackwell, which was published in the Notices of the American Mathematical Society and the Celebratio Mathematica.
Content
Preface1. Some Motivating Examples2. Some Fundamental Concepts 3. The Concept of Probability and Basic Results4. Conditional Probability and Independence5. Numerical Characteristics of a Random Variable 6. Some Special Distributions7. Joint Probability Density Function of Two Random Variables and Related Quantities 8. Joint Moment Generating Function, Covariance and Correlation Coefficient of Two Random Variables 9. Some Generalizations to k Random Variables, and Three Multivariate Distributions 10. Independence of Random Variables and Some Applications 11. Transformation of Random Variables 12. Two Modes of Convergence, the Weak Law of Large Numbers, the Central Limit Theorem, and Further Results 13. An Overview of Statistical Inference AppendixSome Notation and Abbreviations Answers to the Even-Numbered ExercisesIndex