Introduction to Probability

Charles M. Grinstead and J. Laurie Snell

Digital versions PDF
Latex source Yes
Exercises Yes
Answers and hints Solution manual available to instructors
License GNU Free Documentation License
  • Text for a first course in probability assuming some understanding of calculus
  • The book is open source and can be freely distributed and printed.
  • The AMS publishes a hardcover version for $63 ($50 for AMS members).
  • For more information and to download

This book of about 500 pages has become a classic because of its engaging style, interesting examples, historical notes, pedagogical use of computer simulations, and more than 600 exercises. Thanks to the American Mathematical Society the book is freely available, although many readers will want to buy the hardcover edition from the AMS.

Table of Contents

  1. Discrete Probability Distributions
  2. Continuous Probability Distributions
  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