Preface and Acknowledgments

This book was written with three principal goals in mind. Firstly, it has been designed as an introductory text for a one semester undergraduate course in probability theory. The only assumed background knowledge is that of calculus, which makes it a suitable text, not only for those following curricula in the mathematical sciences, but also for students whose future careers lie in diverse engineering fields, biological sciences, management science, among many others. The text covers all the probability concepts that are necessary for study in these areas and does so in a clear and methodical manner. Secondly, having taught a large number of graduate level courses which have probability theory as a prerequisite, I had observed that students in these classes were either weak in the mathematical basis of probability or were returning to university studies after an extended period in industry and had forgotten much of the probability they had previously known. This book has been structured to enable such students to quickly regain their prior probability know-how and to subsequently perform well in their graduate courses. The pedagogic approach that is adopted in this text, together with the numerous examples and worked exercises that are omnipresent throughout and whose solutions are provided in great detail, enable the student, in a relatively short period of time, to once again master probability theory. The third objective of this text is to provide a handy reference source for practitioners. This is achieved by being as complete as possible in the selection of topics covered while maintaining the goal of being an undergraduate level text. The large number of discrete and continuous probability functions that are discussed in chapters six and seven attest to this.