Probability: Lectures and Labs

Mark Huber

Digital versions PDF
Latex source No
Exercises Yes
Solutions Odd numbered problems
License Creative Commons Attribution-NonCommercial-NoDerivs

This book is used at Claremont McKenna College for a first course in probability for math majors. It is written at a more sophisticated level than usual. For example, it has a very brief introduction to sigma-algebras and measure theory and chapters on the Bernoulli and Poisson processes. The coverage of topics is broad and the material is broken into 41 rather short chapters over 410 pages (PDF version).

From the preface:

This book covers a one semester course in probability for students who have had the traditional sequence of single variable through multivariable Calculus and a course in linear algebra. It is intended to prepare students for advanced work in probability. For example, students who are intending to go on to take mathematical statistics, stochastic processes, or any other advanced probability course.

The structure of the course is designed to be 2/3 traditional lecture, and 1/3 inquiry based learning, where students complete labs primarily on their own to gain intuition about the nature of various probability laws and concepts.