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Introduction to Probability, Statistics, and Random Processes

University of Massachusetts Amherst via Independent


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


Taught by

Hossein Pishro-Nik

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3.3 rating, based on 3 reviews

Start your review of Introduction to Probability, Statistics, and Random Processes

  • Anonymous

    Anonymous is taking this course right now.

    A very useful resource for studying probability. It doesn’t have a certificate of completion but I don’t mind since I’m using this website and videos as extra resources alongside my university studies.
  • George Soilis is taking this course right now.

  • Anonymous

    Anonymous completed this course.

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