Sochi T. Introduction to the Probability Theory 2023

Textbook in PDF format

This book is a collection of notes and solved problems about probability theory. The book also contains proposed exercises attached to the solved problems as well as computer codes (in C++ language) added to some of these problems for the purpose of calculation, test and simulation. Illustrations (such as figures and tables) are added when necessary or appropriate to enhance clarity and improve understanding. In most cases intuitive arguments and methods are used to make the notes and solutions natural and instinctive. Like my previous books, maximum clarity was one of the main objectives and criteria in determining the style of writing, presenting and structuring the book as well as selecting its contents. However, the reader should notice that the book, in most parts, does not go beyond the basic probability and hence most subjects are presented and treated at their basic level. Accordingly, modest mathematical background knowledge is required for understanding most of the contents of the book. In fact, the book in most parts requires no more than a college or secondary school level of general mathematics. So, the intended readers of the book are primarily college (or A-level) students as well as junior undergraduate students (e.g. in mathematics or science or engineering). An interesting feature of the book is that it is written and designed, in part, to address practical calculational issues (e.g. through sample codes and suggested methods of solution) and hence it is especially useful to those who are interested in the calculational applications of the probability theory.
The book can be used as a text or as a reference for an introductory course on this subject and may also be used for general reading in mathematics. The book may also be adopted as a source of pedagogical materials which can supplement, for instance, tutorial sessions (e.g. in undergraduate courses on mathematics or science)