Probability Theory

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  1. Probability spaces
  2. Conditional probability
  3. Independence
  4. Random variables

Probabilities on finite sets[edit]

  1. Finite probability spaces
  2. Random variables on finite probability spaces
  3. Sums of independent random variables on finite probability spaces

Probability and measure theory[edit]

Laws of large numbers[edit]

Central limit theorems[edit]

Sources[edit]

  • von Mises, Richard (1964). Mathematical Theory of Probability and Statistics. New York and London: Academic Press. 
  • Kolmogorov, Andrey (1933). Grundbegriffe der Wahrscheinlichkeitsrechnung. Berlin: Springer. 
  • Itô, Kiyosi (1984). Introduction to probability theory. Cambridge u.a., Univ. Pr.. 
  • Kallenberg, Olav (1997). Foundations of modern probability. New York: Springer. 
  • Loève, Michel (1963). Probability Theory I. D. van Nostrand.