Kao E. An Introduction to Probability. With Mathematica 2ed 2025

Textbook in PDF format

This edition covers the standard materials to be expected in a course from a calculus-based course in probability. In the second edition, many typos, errors, and misplaced items have been corrected. A new chapter is added to cover exchangeability, embedding, and Monte Carlo simulation.
Preface to the First Edition.
Preface to the Second Edition.
Notations and Abbreviations.
Permutation and Combination.
Axioms of Probability.
Conditional Probability.
Random Variables.
Discrete Random Variables.
Continuous Random Variables.
Jointly Distributed Random Variables.
Dependence and More on Expectations.
Limit Theorems.
Exchangeability, Embedding, and Monte Carlo.
A Terse Introduction to Mathematica
Answers to Odd-Numbered Problems.
Index