This book has been written by a leading scholar of this subject, who holds an experience of teaching undergraduate as well as postgraduate students at Hindu College, University of Delhi for more than 15 years. It is a text book which is designed to meet the needs of the students studying courses on Probability Theory at the undergraduate and postgraduate levels in various Indian and Foreign Universities. The book is also going to be a highly useful source for students who are appearing in various competitive examinations like CSIR (NET), GATE, DRDO, JAM, NBHM, Adv. GRD, and pre Ph.D Tests etc. About The Author Mr. K.N. Kapoor has passed his M.Sc and M.Phil from Department of Statistics in the University of Delhi in the year 1990 and 1993 respectively. He was awarded Dr. K.S. Krishnan Research Fellowship from NBHM, Department of Atomic Energy, BARC Mumbai in 1992. In the year, 1994, he was offered JRF and CSIR. He has been teaching in the Department of Statistics in Hindu College, University of Delhi since 1995. During all these years, he has taught several courses in Mathematics and Statistics to undergraduates and postgraduates at the college and at the North Campus of Delhi University. His main interests are in the fields of Probability Theory, Statistical Methods, Inference, Operational Research, Linear Algebra and Real Analysis. He has also been visiting faculty at the Department of Statistics and Department of Mathematics, University of Delhi in academic year 2010-2011. Table Of Contents Probability Test Random Variable and Distribution Function Mathematical Expectation Generating Function Inequalities Limit Theorem Order Statistics Correlation and Regression Bivariate Normal Distribution Appendix-1 : Counting Techniques Appendix-2 : Beta and Gamma Integrals Appendix-3 : List of Distribution Index
