## TAU:0365-1102 | ## Introduction to Probability Theory | ## 2008/2009, sem. 1 |

- Lecturer
- Prof. Boris Tsirelson, School of Mathematical Sciences.
- Time and place
- Sunday 11-12 Schreiber 006, Wednesday 16-18 Ornstein 111.
- Instructors
- Roee Teper, Asaf Cohen.
- Prerequisites
- (Infinitesimal) calculus 1 (in parallel).
- Grading policy
- The final exam.

- SETS AND PROBABILITIES
- CONDITIONING AND INDEPENDENCE
- RANDOM VARIABLES
- EXPECTATION AND VARIANCE
- LIMIT THEOREMS
- Weak law of large numbers.
- Central limit theorem.
- Normal approximation to binomial distribution.

- [Si] SIEGRIST K.,
"Virtual Laboratories in Probability and Statistics"

http://www.math.uah.edu/stat/

Available online only. Free, high quality, interactive. Read it all, if you are ambitious enough; otherwise use links to specific topics (above, under the TOPICS header).

Probably you need the MathPlayer plug-in (if you use Internet Explorer rather than Mozilla Firefox); details and links on the [Si] site. - [BT] BERTSEKAS D. (Dimitri), TSITSIKLIS J.,
"Introduction to probability" (2002).

A book; our library has 6 copies. - [GS] GRINSTEAD C., SNELL J.,
"Introduction to probability"

http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.html

Available both as a usual book, and as a PDF file (free) plus additions (including interactive).

- ROSS S. (Sheldon), "A first course in probability" (1994/98).
- HOEL P. (Paul), PORT S., STONE C., "Introduction to probability theory" (1971).
- HODGES J. (Joseph), LEHMANN E., "Basic concepts of probability and statistics" (1964/70).
- FELLER W. (William), "An introduction to probability theory and its applications" Vol. 1 (1950/57/68).
- LIPSCHUTZ S. (Seymour), "Schaum's outline of theory and problems of finite mathematics" (1966/76).

- LEVIATAN T. (Telma), "Histabrut ve-Statistica le-Madaim".
- BECK A. (Amir), "Mavo leHistabrut" (2002).
- LEVIATAN T. (Telma), RAVIV A., "Histabrut" (second edition).
- LIBERMAN U. (Uri), "Mavo leTorat a-Histabrut" (third edition).

- MINKA T.P.,
"Nuances of probability theory"

http://research.microsoft.com/~minka/papers/nuances.html - BOGOMOLNY A.,
"Cut the knot: Probability"

http://www.cut-the-knot.com/probability.html - (MathPages)
"Probability and statistics"

http://www.mathpages.com/home/iprobabi.htm

- HOLMES S.P. et al.,
"Probability by surprise"

http://www-stat.stanford.edu/~susan/surprise/ - "Math Archives: Probability"

http://archives.math.utk.edu/topics/probability.html - OGDEN T., WEST R.W.,
"Cybergnostics applets"

http://www.stat.sc.edu/~west/applets/cyberg.html - STANTON C.,
"Java demos for probability and statistics"

http://www.math.csusb.edu/faculty/stanton/m262/

- ASH C. (Carol), "The probability tutorial book" (1993).
- BHATNAGAR P. (Prabhu), "Introductory lessons in modern mathematical concepts" (1971).
- DURRETT R. (Richard), "The essentials of probability" (1994).
- FELDMAN D. (Dorian), FOX M., "Probability: the mathematics of uncertainty" (1991).
- GOLDBERG S. (Samuel), "Probability: An introduction" (1960).
- KYBURG H. (Henry), "Probability theory" (1969).
- MCCORD J. (James), MORONEY R., "Introduction to probability theory" (1964).
- PITMAN J. (Jim), "Probability" (1993), Chapters 1-3.
- STOYANOV J. (Jordan), "Counterexamples in probability" (1987).
- SZEKELY G. (Gabor), "Paradoxes in probability theory and mathematical statistics" (1986).
- THORP E. (Edward), "Elementary probability" (1966).
- USPENSKY J. (James), "Introduction to mathematical probability" (1937).

- DVORETZKI A. (Arie), "Mavo leTorat a-Histabrut".