Introduction to Probability, Statistics, and Random Processes

This site is the homepage of the textbook Introduction to Probability, Statistics, and Random Processes by Hossein Pishro-Nik. It is an open access peer-reviewed textbook intended for undergraduate as well as first-year graduate level courses on the subject. It can be used by both students and practitioners in engineering, mathematics, finance, and other related fields.

The site includes:

• The entire textbook
• Short video lectures that aid in learning the material
• Online calculators for important functions and distributions
• A solutions manual for instructors

 NOTE: Videos are only availaible for chapter 1-4

The book covers:

• Basic concepts such as random experiments, probability axioms, conditional probability, and counting methods
• Single and multiple random variables (discrete, continuous, and mixed), as well as moment-generating functions, characteristic functions, random vectors, and inequalities
• Limit theorems and convergence
• Introduction to Bayesian and classical statistics
• Random processes including processing of random signals, Poisson processes, discrete-time and continuous-time Markov chains, and Brownian motion
• Simulation using MATLAB and R