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Introduction to Probability with Statistical Applications

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Introduction to Probability with Statistical Applications

I am a PhD student in Computer Science at UMass Boston and I do research in data mining. I am particularly interested in probabilistic solutions to problems in data mining, which is why I wanted to know about probability and statistics. I had the privilege of learning the subject matter from the author (Prof. Schay) himself. I learned a lot, both from this excellent text, and from Prof. Schay's clear in-class explanations of the topics.



This is a wonderful book for students learning probability and statistics for the first time. It offers an easy-to-understand and yet rigorous treatment of the subject matter. The book also offers a lot for the more experienced students.



Chapter 1 introduces the algebra of events. Chapter 2 offers a very lucid explanation of combinatorial principles. Chapter 3 provides a good introduction to probability, including descriptions of the axioms of probability, independence, conditional probabilities, and the theorems of total probability and Bayes. Chapter 4 offers an excellent description of Random Variables (RVs), with clear explanations of probability and distribution functions, continuous RVs, functions of RVs, joint distributions, independence of RVs, and conditional distributions. Chapter 5 provides an introduction to statistics. Chapter 6 provides descriptions of some special distributions, such as, Poisson distribution, Normal distribution, etc. Finally, chapter 7 addresses some of the advanced topics in statistics, such as, estimation, testing hypotheses, power function of a test, sampling from normally distributed populations, etc.



The main highlight of the book is that each chapter is divided into fairly small sections; each section explains a single concept through numerous examples, and includes several exercises at the end, so a student can thoroughly understand the material of a section before moving on to the next. The book, at the end, includes answers and hints to selected odd-numbered exercises.



I highly recommend this text to students interested in learning probability and statistics.



Swami

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