Introduction to Probability [Hardcover]

Dimitri P. Bertsekas (Author), John N. Tsitsiklis (Author)

Book Description

ISBN-10: 188652940X | ISBN-13: 978-1886529403 | Publication Date: June 24, 2002 | Edition: 1st

An intuitive, yet precise introduction to probability theory, stochastic processes, and probabilistic models used in science, engineering, economics, and related fields. This is the currently used textbook for "Probabilistic Systems Analysis," an introductory probability course at the Massachusetts Institute of Technology, attended by a large number of undergraduate and graduate students. The book covers the fundamentals of probability theory (probabilistic models, discrete and continuous random variables, multiple random variables, and limit theorems), which are typically part of a first course on the subject. It also contains, a number of more advanced topics, from which an instructor can choose to match the goals of a particular course. These topics include transforms, sums of random variables, least squares estimation, the bivariate normal distribution, and a fairly detailed introduction to Bernoulli, Poisson, and Markov processes. The book strikes a balance between simplicity in exposition and sophistication in analytical reasoning. Some of the more mathematically rigorous analysis has been just intuitively explained in the text, but is developed in detail (at the level of advanced calculus) in the numerous solved theoretical problems. The book has been widely adopted for classroom use in introductory probability courses within the USA and abroad.

Editorial Reviews

Review

"...it "trains" the intuition to acquire probabilistic feeling. This book explains every single concept it enunciates. This is its main strength, deep explanation, and not just examples that "happen" to explain." "Bertsekas and Tsitsiklis leave nothing to chance. The probability to misinterpret a concept or not understand it is just... zero." "Numerous examples, figures, and end-of-chapter problems strengthen the understanding. Also of invaluable help is the book's web site, where solutions to the problems can be found-as well as much more information pertaining to probability, and also more problem sets." --Vladimir Botchev, Analog Dialogue

About the Author

The authors are Professors in the Department of Electrical Engineering and Computer Science at the Massachusetts Institute of Technology. They are members of the prestigious US National Academy of Engineering. They have written several widely used textbooks and research monographs.

Product Details

• Hardcover: 430 pages
• Publisher: Athena Scientific; 1st edition (June 24, 2002)
• Language: English
• ISBN-10: 188652940X
• ISBN-13: 978-1886529403
• Product Dimensions: 9.3 x 7.3 x 1.4 inches
• Shipping Weight: 2.3 pounds
• Average Customer Review: 4.7 out of 5 stars  See all reviews (13 customer reviews)
• Amazon Best Sellers Rank: #261,193 in Books (See Top 100 in Books)

Customer Reviews

Most Helpful Customer Reviews

59 of 60 people found the following review helpful:

5.0 out of 5 stars great book!, December 12, 2003

By 

Stephen D. Patek (Charlottesville, VA United States) - See all my reviews

This review is from: Introduction to Probability (Hardcover)

Written by two prolific MIT professors, "Introduction to Probability" presents a clean and insightful introduction to probability and stochastic processes. The book is intended for advanced undergraduate and/or beginning graduate students. While many introductory probability texts are dominated by superficial case studies (which in my opinion convey a false sense of confidence about the subject), "Introduction to Probability" promotes deep understanding through clear mathematical writing and thought-provoking examples.

Testimonial: I recently adopted "Introduction to Probability" as the text for a first-year, masters of engineering course on stochastic systems, and it was a great experience. In working with the book, I found that the authors' thoughtful approach really helps to solidify the students' understanding of basic concepts. For example, the text's approach to conditional probability, particularly with its emphasis on sample-space, is so clear that several students (even the TA) came to me afterward saying that, prior to reading the book, they never had a clear understanding of what the formulas actually mean. From an instructor's perspective, "Introduction to Probability" is easy to use. It is accessible to students with diverse backgrounds, and it is also well-balanced, with lots of intuitive/motivating discussion in the main body of each chapter and advanced concepts in extended end-of-the chapter problems. The authors support the text by making available a large amount of supplementary material on the web, including supplementary exercises (suitable for homework or exams) and lecture notes from their introductory probability course at MIT. I highly recommend "Introduction to Probability" to anyone preparing to teach an introductory course on stochastic systems, probability, and stochastic processes.

42 of 42 people found the following review helpful:

5.0 out of 5 stars Great Intro to Probability, March 17, 2006

By 

J. Hova (Boulder, CO USA) - See all my reviews

This review is from: Introduction to Probability (Hardcover)

I am a university student taking a probability course and found this book to be invaluable.

The book actually assigned to our class was Sheldon Ross' A First Course in Probability. I found Ross' book unreadable so I began looking for another text in order to help myself pass the class.

After reading numerous reviews I decided on an Introduction to Probability. The book is well written and easy to understand. The main points are highlighted and made extremely obvious. In addition they are backed by step by step easy to understand examples. Another feature I found very helpful was the use of graphical examples to reinforce the points being made.

In short I would recommend this book highly to anyone looking for an introduction to probability.

Update: I finished my probability course in May with an A. I completely stopped using Ross' book around the time of this review. This book was by far the most useful tool I had. I strongly back my original recommendation. I will be graduating this fall, and this book has turned out to be one of the best mathematic books I have encountered thus far.

I say this for the following reasons. First, the layout of the book, and the order it presented material is very intuitive and helpful. Second is how well the book reads. My experience with quite a few mathematics books has been the following. The math books are written by mathematicians. While being a mathematician may qualify you to teach a subject, it does not generally translate into an ability to put your ideas into written form. The result is a book that is not read by the students, but instead only consulted when all other methods of information retrieval fail. Introduction to Probability does not share this fate. The writing style of the book is very straight forward and easy to understand. While this may sound redundant, I personally think this is one of the best reasons to buy this book.

29 of 29 people found the following review helpful:

5.0 out of 5 stars The odds are you'll love this book, November 15, 2003

By 

"christophers3" (Berkeley, California) - See all my reviews

This review is from: Introduction to Probability (Hardcover)

Probabilities are a powerful way of understanding the world and doing science. Trouble is, understanding probabilities is not easy: it takes math, insight, and a fresh way of thinking. Worse, the stuff is so useful in so many contexts that its expositions are often obscured by the intended applications.

I recently found myself looking at several probability books to give a recommendation to a friend. This book (by two well-known MIT professors of Electrical Engineering) is a wonderful treatment in terms of its style (simple informal explanations, motivating discussions, frequent notes of a historical/philosophical nature); its selection of topics (the basics, mainly, usually from the most useful perspective); its rigor and accuracy; its reasonable brevity; its rather conventional point of view (contrast it, for example, with the very interesting recent book by E. Jaynes); and its humor.