Probability and Statistical Inference Volume 1: Probability
This book is in two volumes, and is intended as a text for introductory courses in probability and statistics at the second or third year university level. It emphasizes applications and logical principles rather than math ematical theory. A good backgro
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Ingram Olkin
J. G. Kalbfleisch
Probability and Statistical Inference Volume 1: Probability Second Edition
With 38 Illustrations
Springer Science+Business Media, LLC
J.G. Kalbfleisch University of Waterloo Department of Statistics and Actuarial Science Waterloo, Ontario, N2L 3Gl Canada Editorial Board Stephen Fienberg York University North York, Ontario M3J IP3 CANADA
Ingram Olkin Department of Statistics Stanford University Stanford, CA 94305 USA
AMS Classification: 60-01 Library of Congress Cataloging in Publication Data Kalbfleisch, J. G. Probability and statistical inference. (Springer texts in statistics) Includes indexes. Contents: v. 1. Probability-v. 2. Statistical inference. 1. Probabilities. 2. Mathematical statistics. I. Title. 11. Series. QA273.K27 1985 519.5'4 85-12580 The first edition was published in two volumes, © 1979: Springer-Verlag New York, Inc. Probability and Statistical Inference I (Universitext) Probability and Statistical Inference 11 (Universitext) © 1985 Springer Science+Business Media New York Originally published by Springer-Verlag Berlin Heidelberg New York Tokyo in 1985 Softcover reprint of the hardcover 2nd edition 1985 All rights reserved. This work may not be translated or copied in whole or in part without the written permission of the Springer Science+Business Media, LLC, except for brief excerpts in connection with reviews or scholarly analysis. Use in connection with any form of information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed is forbidden. The use of general descriptive names, trade names, trademarks, etc., in this publication, even if the former are not especially identified, is not to be taken as a sign that such names, as understood by the Trade Marks and Merchandise Marks Act, may accordingly be used freely by anyone.
Production managed by Dimitry L. LoselT; manufacturing supervised by Jacqui Ashri. Typeset by H. Charlesworth & Co. Ltd., Huddersfield, England, and by Asco Trade Typesetting Ltd., Hong Kong.
9 8 7 654 3 ISBN 978-1-4612-7009-6 ISBN 978-1-4612-1096-2 (eBook) DOI 10.1007/978-1-4612-1096-2
Preface
This book is in two volumes, and is intended as a text for introductory courses in probability and statistics at the second or third year university level. It emphasizes applications and logical principles rather than mathematical theory. A good background in freshman calculus is sufficient for most of the material presented. Several starred sections have been included as supplementary material. Nearly 900 problems and exercises of varying difficulty are given, and Appendix A contains answers to about one-third of them. The first volume (Chapters 1-8) deals with probability models and with mathematical methods for describing and manipulating them. It is similar in content and organization to the 1979 edition. Some sections have been rewritten and expanded-for example, the discussions of independent random variables and conditional probability. Many new ex
