Introduction to Probability

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LECTURE NOTESCourse 2000Introduction to ProbabilityDimitri P. Bertsekas and John N. TsitsiklisProfessors of Electrical Engineering and Computer ScienceMassachusetts Institute of TechnologyCambridge, MassachusettsThese notes are copyright-protected but may be freely distributed forinstructional nonprofit Sample Space and Probability . . . . . . . . . . . . . . . . Sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Probabilistic Models . . . . . . . . . . . . . . . . . . . . . . . Conditional Probability . . . . . . . . . . . . . . . . . . . . . Independence.

iv Contents 4.3. Conditional Expectation as a Random Variable . . . . . . . . . . . 4.4. Sum of a Random Number of Independent Random Variables . . . .

  Introduction, Variable, Probability, Random, Introduction to probability, Random variables