Exercises in probability (Q1188531)

Probability theory is one of the basic disciplines in many departments of most of the universities all over the world. This holds especially for students of the science faculties but also for future engineers, economists and specialists from the so-called social sphere. Thus the necessity for both, students and their teachers to have in disposal suitable books, is obvious. There are hundreds of books devoted to the theory. However the number of exercise books in probability is not too large. (The reviewer succeeded to find 19 such titles only.) The book under review is one of the last books of this category. The book is a result of more than 20 years experience of the author as a professor at universities in Greece and the USA. It is based on two earlier editions published in Greek language. The material is distributed in four parts. Part I (Chapters 1-4) is called Elementary probabilities. The following topics are covered: random events and their probabilities, classical probability, basic rules for calculating the probabilities of complex events, discrete and continuous random variables, expectation, variance and moments. Part II (Chapters 5-10) deals with some advanced topics such as: multivariate distributions, characteristic and generating functions, functions of random variables, limit theorems (LLN and CLT), inequalities, geometrical probabilities. The total number of exercises included in Part I and II is 329. Their solutions, and sometimes the hints or simply the answers, are given in Part III of the book. The fourth part is called ``Supplements'' and is located between Part II and Part III. Two sections (Supplement I and Supplement II) contain 85 exercises to some of which hints or answers are given. Let us mention that Parts I and II contain more or less exercises on standard topics. The exercises are of different level and thus the book can be used for both introductory and intermediate courses in probability theory. It is also interesting to find here many of the classical problems, e.g. problems due to Huyghens, Luca Paccioli, Montmort, Euler, Bernoulli, Chebyshev and others. The ``Supplements'' however contain nonstandard but interesting exercises on topics such as compound Poisson distribution, spherically symmetric n-dimensional distributions and other special multivariate distributions, both discrete and continuous. The book ends with a short bibliography and Index. There is no doubt that this well written book will be met with an interest and used successsfully by many students and their teachers. Reviewer's remark: Almost simultaneously with the book under review the following book was published: \textit{J. Stoyanov}, \textit{I. Mirazchiiski}, \textit{Z. Ignatov} and \textit{M. Tanushev}, ``Exercise manual in probability theory''. (1989; Zbl 0661.60002). The general goal of both books is the same. There is of course a small unavoidable intersection of the material, but most of the exercises on the same topics are different. The reviewer has the nice opportunity to make a comparison of these two books. One thing is obvious: the preparation of such books takes much time and efforts; books of this kind are not competitors; similar books always help us to teach better probability theory.