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Grinstead and Snell’s Introduction to Probability

GrinsteadandSnell'sIntroductionto ProbabilityTheCHANCEP roject1 Versiondated4 July20061 Copyright (C) a versionof GrinsteadandSnell's`Introductionto Probability , 2ndedition',publishedby theAmericanMathematicalSo-ciety, Copyright (C) freelyredistributableunderthetermsof ourwivesandin DiscreteProbability DiscreteProbabilities.. Distributions..182 ContinuousProbability ContinuousProbabilities.. Functions..553 .. ing.. 1204 .. 1755 Distributions.. Densities.. 2056 .. DiscreteRandomVariables.. 2687 Sumsof DiscreteRandomVariables.. ContinuousRandomVariables.. 2918 Law of .. 316vviCONTENTS9 .. Trials.. Trials.. 35610 .. 39311 Markov .. Chains.. Chains.. 45212 EuclideanSpace.. 'sRuin.. 493 Appendices499 Index503 PrefaceProbability theorybeganin seventeenth centuryFrancewhenthetwo greatFrenchmathematicians,BlaisePascalan dPierredeFermat,correspondedover two prob-lemsfromgamesof thosePascalandFermatsolved continuedto in uencesuch earlyresearchersas Huygens,Bernoulli,andDeMoivrein estab-lishinga mathematicaltheoryof Probability .

PREFACE ix nd an example, an application, or an exercise that you really like, it probably had its origin in Feller’s classic text, An Introduction to Probability Theory and Its

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