Probability

Welcome to the Wikibook of

PROBABILITY

This book is an introduction to the mathematical theory of probability.

Contents

• Local Manual of Style

Preliminaries

1. Introduction
2. Set Theory

General probability

1. Combinatorics
2. Probability Spaces
3. Conditional Probability

Random variables

1. Random Variables
2. Important Distributions
3. Joint Distributions and Independence
4. Properties of Distributions
5. Conditional Distributions
6. Transformation of Random Variables

Further reading

• Index
• Links
• For a gentler introduction to probability, see High School Mathematics Extensions/Discrete Probability.
• Many subjects have probability as a prerequisite: Engineering Analysis, Signals and Systems, Statistics.

Old pages
The Counting Principle Transformation of Probability Densities