This book is intended as an introduction to Probability Theory and Mathematical Statistics for
students in mathematics the physical sciences engineering and related fields. It is based on
the author's 25 years of experience teaching probability and is squarely aimed at helping
students overcome common difficulties in learning the subject. The focus of the book is an
explanation of the theory mainly by the use of many examples. Whenever possible proofs of
stated results are provided. All sections conclude with a short list of problems. The book also
includes several optional sections on more advanced topics. This textbook would be ideal for
use in a first course in Probability Theory. Contents:ProbabilitiesConditional Probabilities
and IndependenceRandom Variables and Their DistributionOperations on Random VariablesExpected
Value Variance and CovarianceNormally Distributed Random VectorsLimit TheoremsMathematical
StatisticsAppendixBibliographyIndex
