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Introduction to Probability

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Part of the book series: Texts in Applied Mathematics ((TAM,volume 58))

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Abstract

In weather forecasts, one often hears a sentence such as, “the probability of rain tomorrow is 50 percent.” What does this mean? Something like, “if we look at all possible tomorrows, in half of them there will be rain” or “if we make the experiment of observing tomorrow, there is a quantifiable chance of having rain tomorrow, and somehow or other this chance was quantified as being 1/2.” To make sense of this, we formalize the notions of experimental outcome, event, and probability.

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2.6. Bibliography

  1. K.L. Chung, A Course in Probability Theory, Academic Press, New York, 1974.

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  2. H. Dym and H. McKean, Fourier Series and Integrals, Academic Press, New York, 1972.

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  3. A. N. Kolmogorov, Foundations of the Theory of Probability, Chelsea, New York, 1932.

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  4. J. Lamperti, Probability, Benjamin, New York, 1966.

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Chorin, A.J., Hald, O.H. (2013). Introduction to Probability. In: Stochastic Tools in Mathematics and Science. Texts in Applied Mathematics, vol 58. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-6980-3_2

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