Introduction to Probability (gnv64)

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Introduction to Probability (2nd Ed)
By Dimitri P. Bertsekas, John N. Tsitsiklis
Athena Scientific | 2008-07-15 | 544 pages | ISBN10: 188652923X | PDF | 17.6 mb
Amazon Link :
http://www.amazon.com/Introduction-Probability-2nd-Dimitri-Bertsekas/dp/188652923X

An intuitive, yet precise introduction to probability theory, stochastic processes, and probabilistic models used in science, engineering, economics, and related fields. The 2nd edition is a substantial revision of the 1st edition, involving a reorganization of old material and the addition of new material. The length of the book has increased by about 25 percent. The main new feature of the 2nd edition is thorough introduction to Bayesian and classical statistics.
The book is the currently used textbook for "Probabilistic Systems Analysis," an introductory probability course at the Massachusetts Institute of Technology, attended by a large number of undergraduate and graduate students. Covers the fundamentals of probability theory (probabilistic models, discrete and continuous random variables, multiple random variables, and limit theorems), which are typically part of a first course on the subject, as well as the fundamental concepts and methods of statistical inference, both Bayesian and classical. It also contains, a number of more advanced topics, from which an instructor can choose to match the goals of a particular course. Topics include transforms, sums of random variables, a fairly detailed introduction to Bernoulli, Poisson, and Markov processes.

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