Description
Developed from celebrated Harvard statistics lectures, Introduction to Probability provides essential language and tools for understanding statistics, randomness, and uncertainty. The book explores a wide variety of applications and examples, ranging from coincidences and paradoxes to Google PageRank and Markov chain Monte Carlo (MCMC). Additional application areas explored include genetics, medicine, computer science, and information theory. The print book version includes a code that provides free access to an eBook version.
The authors present the material in an accessible style and motivate concepts using real-world examples. Throughout, they use stories to uncover connections between the fundamental distributions in statistics and conditioning to reduce complicated problems to manageable pieces.
The book includes many intuitive explanations, diagrams, and practice problems. Each chapter ends with a section showing how to perform relevant simulations and calculations in R, a free statistical software environment.
Features
Presents definitions, theorems, and proofs through stories that preserve mathematical precision and generality
Focuses on real-world relevance and statistical thinking
Includes interesting modern applications, such as Google PageRank, legal and medical examples, and applications of MCMC to ecology and cryptography
Explains and connects the most important distributions used in statistics
Contains nearly 600 exercises that reinforce understanding of the material instead of requiring repetitive calculations
Supplements key concepts with memorable diagrams
Explains how to run simulations, make visualizations, and perform statistical calculations using R, a free statistical software environment
Table of Contents
1. Probability and Counting
2. Conditional Probability
3. Random Variables and Their Distributions
4. Expectation
5. Continuous Random Variables
6. Moments
7. Joint Distributions
8. Transformations
9. Conditional Expectation
10. Inequalities and Limit Theorems
11. Markov Chains
12. Markov Chain Monte Carlo
13. Poisson Processes
A. Math
B. R
C. Table of Distributions
Bibliography
Index
Joseph K. Blitzstein, Harvard University ,Cambridge, Massachusetts, USA Jessica Hwang, Stanford University, Stanford, California, USA