Introduction to probability with Mathematica
The book provides an introduction to elementary probability with a strong emphasis on experiments and simulations. The complete book can be downloaded from the website of the publisher, each chapter as a Mathematica notebook. The Mathematica exercises included in the text can then be executed (provided one has Mathematica). NEWLINENEWLINENEWLINEIn the first chapter the main ingredients of discrete probability are presented, such as events, properties of probability, combinatorial sampling, conditional probability and independence. In addition, the simulation of (pseudo-)random numbers by linear congruential generators is introduced. The second chapter covers discrete random variables, their distributions and moments, several important discrete distributions, and joint, marginal and conditional distributions. Chapter 3 provides the transition to continuous probability. In Chapter 4 the normal and bivariate normal, gamma, chi-square, student's \(t\)- and \(F\)-distribution are presented. In Chapter 5 the strong and weak laws of large numbers and the central limit theorem are discussed. Chapter 6 presents three areas of applications of probability: Markov chains, queues and mathematical finance. Each chapter contains numerous examples and, at the end, a set of problems. Their solutions require proofs of statements, calculations of probability by hand and, of course, Mathematica experiments. NEWLINENEWLINENEWLINEThe book may be used successfully in a course for undergraduate students, in particular those students who need probability as a background for other subjects, such as operations research or mathematical economics.
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