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Introduction to Probability

 
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Introduction to Probability
Charles M. Grinstead
J. Laurie Snell







Table of Contents 

1 Discrete Probability Distributions

2 Continuous Probability Densities 

3 Combinatorics

4 Conditional Probability

5 Distributions and Densities

6 Expected Value and Variance

7 Sums of Random Variables

8 Law of Large Numbers

9 Central Limit Theorem

10 Generating Functions

11 Markov Chains

12 Random Walks




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1 comments:

  1. Anonymous said...:

    conditional probability based on 2 past events

    I have two fair coins in my pocket with tails and heads on either side but I
    have another coin which has heads on both sides. I randomly take out a coin
    from my pocket and toss it. The result is heads. I toss the coin for a
    second time, it is heads again.
    Now, if i toss the coin a third time, what is the probability I will get
    heads.
    Let A be the event a coin with heads and tails on either side is chosen
    (i.e. not the coin with heads on both sides).
    Let h_1 be the event the first toss is heads
    Let h_2 be the event the second toss is heads
    Let h_3 be the event the third toss is heads
    So i need to find P( h_3 GIVEN (h_1 intersect h_2)). I want to limit the
    solution to the theorm of total probability and bayes' theorem or anything
    simpler. By the way, I've worked out P(h_2 GIVEN h_1) as 3/4 .
    How would I find: P( h_3 GIVEN (h_1 intersect h_2))
    Best Regards,
    George.

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