Understanding Probability Tijms Henk Vrije Universiteit Amsterdam

Understanding Probability is a unique and stimulating approach to a first course in probability. The second part, covering a wide range of topics, teaches clearly and simply the basics of probability. The first part of the book demystifies probability and uses many wonderful probability applications from everyday life to help the reader develop a feel for probabilities.

Here you will find all the material taught in an introductory probability course. This fully revised third edition has been packed with even more exercises and examples and it includes new sections on Bayesian inference, Markov chain Monte-Carlo simulation, hitting probabilities in random walks and Brownian motion, and a new chapter on continuous-time Markov chains with applications. The first part of the book, with its easy-going style, can be read by anybody with a reasonable background in high school mathematics.

The second part of the book requires a basic course in calculus.