Probability Theory - A. M. Arthurs

First published in 1965, Probability Theory offers a comprehensive introduction to the mathematical foundations of probability. The book opens with a summary of the basic results of set theory and continues with the introduction of sample spaces and probability theorems. Discrete and continuous sample spaces are considered and three major probability distributions- the Binomial, Poisson and Normal- are described. The relation of the abstract theory to an intuitive interpretation of probability is discussed through the law of large numbers. The book ends with a chapter on Markov chains. This remains an important work for students of statistics and mathematics.