Skip to main content
SpringerLink
Log in
Book cover

An Intermediate Course in Probability

  • Textbook
  • © 2009

Overview

Authors:
  1. Allan Gut
    View author publications

    You can also search for this author in PubMed   Google Scholar

Part of the book series: Springer Texts in Statistics (STS)

This is a preview of subscription content, log in via an institution to check access.

Access this book

Log in via an institution
eBook USD 54.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book USD 69.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book USD 99.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Other ways to access

Licence this eBook for your library

Institutional subscriptions

Table of contents (8 chapters)

  1. Front Matter

    Pages 1-27
    Download chapter PDF

  2. Multivariate Random Variables

    • Allan Gut
    Pages 15-29

  3. Conditioning

    • Allan Gut
    Pages 31-55

  4. Transforms

    • Allan Gut
    Pages 57-99

  5. Order Statistics

    • Allan Gut
    Pages 101-116

  6. The Multivariate Normal Distribution

    • Allan Gut
    Pages 117-145

  7. Convergence

    • Allan Gut
    Pages 147-185

  8. An Outlook on Further Topics

    • Allan Gut
    Pages 187-220

  9. The Poisson Process

    • Allan Gut
    Pages 221-275

  10. Back Matter

    Pages 1-26
    Download chapter PDF
Back to top

Keywords

About this book

The purpose of this book is to provide the reader with a solid background and understanding of the basic results and methods in probability theory before entering into more advanced courses (in probability and/or statistics). The presentation is fairly thorough and detailed with many solved examples. Several examples are solved with di erent methods in order to illustrate their di erent levels of sophistication, their pros, and their cons. The motivation for this style of exposition is that experience has proved that the hard part in courses of this kind usually is the application of the results and methods; to know how, when, and where to apply what; and then, technically, to solve a given problem once one knows how to proceed. Exercises are spread out along the way, and every chapter ends with a large selection of problems. Chapters 1 through 6 focus on some central areas of what might be called pure probability theory: multivariate random variables, conditioning, tra- forms, order variables, the multivariate normal distribution, and convergence.

Reviews

From the reviews of the second edition:

"This is an excellent introductory book on random variables, with a wealth of examples and exercises. … The material is very well organized … . The text is remarkably well written, mathematically and aesthetically; layout and fonts make it a pleasant reading, and the examples are often enlightening. I think it will be a valuable support for students and instructors and it should definitely find a place in every good library." (Fabio Mainardi, The Mathematical Association of America, October, 2009)

“…A worthwhile addition to the textbook pool, one that will guide the student safely through to a point of competence and ability to embark on a more advanced study…” (International Statistical Review, 2010, 78, 1, 134-159)

“The book addresses a unique niche mathematically inclined students previously exposed to an introductory course in probability … . The writing style is lucid and easy to follow. … book is clearly directed toward mathematicians and the highly mathematically inclined scientist or engineer who might be induced to study the mathematics of probability or mathematical statistics. For those who find the classical mathematical pedagogy motivating or those requiring a comprehensive readable reference work on the mathematics of probability theory the book can be highly recommended.” (Thomas D. Sandry, Technometrics, Vol. 53 (1), February, 2011)

“This book … is intended as an introductory graduate level textbook in probability for statistics majors. … This book provides an elaborate description and a collection of results in probability theory. … The level of this book is suitable for a graduate course. Overall all concepts are well discussed with full mathematical rigor. … has a good collection of most of the results related to probability theory, the price is very reasonable, and I will recommend this book to university mathematics and statisticslibraries.” (Sounak Chakraborty, Journal of the American Statistical Association, Vol. 106 (495), September, 2011)

Bibliographic Information

Publish with us

Policies and ethics

Back to top

Search

Navigation