Preface to the First Edition

The Book

In November 2003, I was completing a review of an undergraduate textbook in probability and statistics. In the enclosed evaluation sheet was the question “Have you ever considered writing a textbook?” and I suddenly realized that the answer was “Yes,” and had been for quite some time. For several years I had been teaching a course on calculus-based probability and statistics mainly for mathematics, science, and engineering students. Other than the basic probability theory, my goal was to include topics from two areas: statistical inference and stochastic processes. For many students this was the only probability/statistics course they would ever take, and I found it desirable that they were familiar with confidence intervals and the maximum likelihood method, as well as Markov chains and queueing theory. While there were plenty of books covering one area or the other, it was surprisingly difficult to find one that covered both in a satisfying way and on the appropriate level of difficulty. My solution was to choose one textbook and supplement it with lecture notes in the area that was missing. As I changed texts often, plenty of lecture notes accumulated and it seemed like a good idea to organize them into a textbook. I was pleased to learn that the good people at Wiley agreed.

It is now more than a year later, and the book has been written. The first three chapters develop probability theory and introduce the axioms of probability, random ...

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