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

Contents[edit | edit source]

Preliminaries[edit | edit source]

  1. Introduction
  2. Set Theory

General probability[edit | edit source]

  1. Combinatorics
  2. Probability Spaces
  3. Conditional Probability

Random variables[edit | edit source]

  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[edit | edit source]

Old pages
  1. The Counting Principle
  2. Transformation of Probability Densities