Fundamentals of Probability, with Stochastic Processes
by Saeed Ghahramani
Prentice Hall; 3 edition (August 1, 2004)
ISBN-10: 0131453408

Table of Contents

 1. Axioms of Probability.
 2. Combinatorial Methods.
 3. Conditional Probability and Independence.
 4. Distribution Functions and Discrete Random Variables.
 5. Special Discrete Distributions.
 6. Continuous Random Variables.
 7. Special Continuous Distributions.
 8. Bivariate Distributions.
 9. Multivariate Distributions.
10. More Expectations and Variances.
11. Sums of Independent Random Variables and Limit Theorems.
12. Stochastic Processes.
13. Simulation.
Answers to Odd-Numbered Exercises.