Preface

Probability gives uncertainty a model you can compute with; statistics then uses that model to draw conclusions from data. This book covers the foundations of the former: events, probability and random variables.

Structure of the book#

• Events: sample spaces, events and the axioms of probability.
• Random Variables: random variables, expectation and variance.

The calculus you need

The expectation of a continuous random variable is an integral. Limits and Derivatives from Calculus are enough.

Notation#

is the probability of an event ; and are the expectation and variance of a random variable .