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Probability, Statistics, and Stochastic Processes

probability , statistics , and StochasticProcessesProbability, statistics , andStochasticProcessesPeter OlofssonMikael AnderssonA Wiley-Interscience PublicationJOHN WILEY & SONS, York / Chichester / Weinheim / Brisbane / Singapore / TorontoPrefaceThe BookIn November 2003, I was completing a review of an undergraduate textbook in prob-ability and statistics . In the enclosed evaluation sheet was the question Have youever considered writing a textbook? and I suddenly realized that the answer was Yes, and had been for quite some time. For several years I had been teaching acourse on calculus-based probability and statistics mainly for mathematics, science,and engineering students. Other than the basic probabilitytheory, my goal was to in-clude topics from two areas: statistical inference and Stochastic Processes . For manystudents this was the only probability / statistics course they would ever take, and Ifound it desirable that they were familiar with confidence intervals and the maximumlikelihood method, as well as Markov chains and queueing theory.

1.5 Conditional Probability and Independence 29 1.5.1 Independent Events 35 1.6 The Law of Total Probability and Bayes’ Formula 43 1.6.1 Bayes’ Formula 49 1.6.2 Genetics and Probability 56 1.6.3 Recursive Methods 58 2 Random Variables 79 2.1 Introduction 79 2.2 Discrete Random Variables 81 2.3 Continuous Random Variables 86

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