For math majors and other students with a strong mathematics background, however, this may serve as a useful reference. It is concise, elegant and chock full of example problems with solutions. But it all depends on what you are ready for.

Some may find the excessive number of example problems distasteful and prefer a less cluttered treatment. Others may find that, despite the examples, the book is not “applied” enough. In my opinion, this book is not suitable as a first course in probability for anyone but mathematics majors.

You will get the most out of this book if you are already familiar with the subject, or if you have a talented teacher to fill in the numerous gaps. For actuarial students and engineers, you may want to look for a more expository volume like “Introduction to Probability” by Bertsekas.

2. Axioms of Probability.

3. Conditional Probability and Independence.

4. Random Variables.

5. Continuous Random Variables.

6. Jointly Distributed Random Variables.

7. Properties of Expectation.

8. Limit Theorems.

9. Additional Topics in Probability.

10. Simulation.

Appendix A. Answers to Selected Problems.

Appendix B. Solutions to Self-Test Problems and Exercises.

Index.

REVIEW