1. Basic Probability Theory.
2. Random Variables.
3. Joint Distributions.
4. Limit Theorems.
6. Statistical Inference.
7. Stochastic Processes.
Appendix A: Tables.
Appendix B: Answers to Selected Problems.
"This book is an amazingly interesting and not-boring textbook…" (Technometrics, February 2006)
"This is an excellent textbook that covers the three subjects of its title at an undergraduate upper level in one single volume…well organized and neatly written…" (Mathematical Reviews, 2006a)
- The book has been extensively class-tested many academic institutions throughout the world.
- The style of the book is mathematical – when appropriate -- with a rigorous calculus-based development of the theory; yet, intuitive understanding is stressed when applicable.
- Over 400 examples are interspersed throughout the book to underscore the intuitive understanding. They are carefully selected to illustrate the theory in an optimal fashion.
- Additional emphasis is placed on stochastic simulation when and where applicable.