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Book Categories |
Preface | ||
1 | Probability Space | 1 |
1.1 | The Axioms of Probability | 1 |
1.2 | Conditional Probabilities and Bayes' Formula | 6 |
1.3 | Independent Events | 13 |
1.4 | Three or More Events | 16 |
2 | Random Variables | 23 |
2.1 | Discrete Random Variables | 23 |
2.2 | Continuous Random Variables | 28 |
2.3 | Expectation | 32 |
2.4 | Variance | 43 |
2.5 | Normal Random Variables | 51 |
3 | Binomial and Poisson Random Variables | 59 |
3.1 | Counting Principles | 59 |
3.2 | Binomial Random Variables | 66 |
3.3 | Poisson Random Variables | 76 |
4 | Limit Theorems | 87 |
4.1 | The Law of Large Numbers | 87 |
4.2 | Central Limit Theorem | 94 |
5 | Estimation and Hypothesis Testing | 103 |
5.1 | Large Sample Estimation | 103 |
5.2 | Hypothesis Testing | 114 |
5.3 | Small Samples | 124 |
5.4 | Chi-Square Tests | 133 |
6 | Linear Regression | 143 |
6.1 | Fitting a Line to Data | 143 |
6.2 | Inference for Regression | 152 |
7 | Moment Generating Functions and Sums of Independent Random Variables | 161 |
7.1 | Moment Generating Functions | 161 |
7.2 | Sums of Independent Random Variables | 166 |
8 | Transformations of Random Variables and Random Vectors | 177 |
8.1 | Distribution Functions and Transformations of Random Variables | 177 |
8.2 | Random Vectors | 188 |
8.3 | Chi-square, Student Distributions and Normal Vectors | 200 |
Appendices | 213 | |
Index | 217 |
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