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Welcome

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. This probability textbook 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 probability calculators for important functions and distributions

A solutions manual for instructors

Lecture slides

The print version of the book is available through Amazon here.

Book Coverage

This probability and statistics textbook 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 mathematical statistics, in particular, 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

How to cite

You can cite this textbook as:

H. Pishro-Nik, "Introduction to probability, statistics, and random processes", available at https://www.probabilitycourse.com, Kappa Research LLC, 2014.

Student’s Solutions Guide

Since the textbook's initial publication, many requested the distribution of solutions to the problems in the textbook. We published the student’s solutions guide which includes guided solutions to the odd-numbered end-of-chapter problems.

This guide is available on Amazon in both print and kindle electronic versions:

About the Author

H. Pishro-Nik is a professor in the Department of Electrical and Computer Engineering at the University of Massachusetts Amherst. He received his B.S. degree from Sharif University of Technology, and M.Sc. and Ph.D. degrees from Georgia Institute of Technology, all in Electrical and Computer Engineering. His research interests include Information Theory, Error Control Coding, and mathematical analysis of wireless networks.