Probability
Abstract
This is a text for a one-quarter or one-semester course in probability, aimed at students
who have done a year of calculus. The book is organized so a student can learn
the fundamental ideas of probability from the first three chapters without reliance
on calculus. Later chapters develop these ideas further using calculus tools.
The book contains more than the usual number of examples worked out in detail. It
is not possible to go through all these examples in class. Rather, I suggest that you
deal quickly with the main points of theory, then spend class time on problems from
the exercises, or your own favorite problems. The most valuable thing for students
to learn from a course like this is how to pick up a probability problem in a new
setting and relate it to the standard body of theory. The more they see this happen
in class, and the more they do it themselves in exercises, the better.
The style of the text is deliberately informal. My experience is that students learn
more from intuitive explanations, diagrams, and examples than they do from theorems
and proofs. So the emphasis is on problem solving rather than theory.