Understanding Probability（ISBN=9780521701723）

In this fully revised second edition of Understanding Probability, the reader can learn about the world of probability in an informal way. The author demystifies the law of large numbers, betting systems, random walks, the bootstrap, rare events, the central limit theorem, the Bayesian approach and more. This second edition has wider coverage, more explanations and examples and exercises, and a new chapter introducing Markov chains, making it a great choice for a first probability course. But its easy-going style makes it just as valuable if you want to learn about the subject on your own, and high school algebra is really all the mathematical background you need.

Preface
Introduction
Part I. Probability in Action:
1. Probability questions
2. The law of large numbers and simulation
3. Probabilities in everyday life
4. Rare events and lotteries
5. Probability and statistics
6. Chance trees and Bayes' rule
Part II. Essentials of Probability:
7. Foundations of probability theory
8. Conditional probability and Bayes
9. Basic rules for discrete random variables
10. Continuous random variables
11. Jointly distributed random variables
12. Multivariate normal distribution
13. Conditional distributions
14. Generating functions
15. Markov chains
Appendix
Recommended readings
Answers to odd-numbered problems
Bibliography