Applied Probability

by Paul Pfeiffer

This is a "first course" in the sense that it presumes no previous course in probability. The mathematical prerequisites are ordinary calculus and the elements of matrix algebra. A few standard series and integrals are used, and double integrals are evaluated as iterated integrals. The reader who can evaluate simple integrals can learn quickly from the examples how to deal with the iterated integrals used in the theory of expectation and conditional expectation.

Description from LibreTexts.

Publisher
Rice University
Subjects
Statistics, Probability Theory
Licence
CC BY 3.0, as LibreTexts states it
Who can read
Tweens profiles and older, judged from its title and subjects