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Additional topics in probability theory

Additional topics in probability theory

This is a free, online textbook that provides topics other than introductory probability.  These include:

Basic probabilistic inequalities, Legitimate probability mass functions, Legitimate probability density functions, Factorization of joint probability mass functions, Factorization of joint probability density functions, Functions of random variables and their distribution, Functions of random vectors and their distribution, Moments of a random variable, Cross-moments of a random vector, Moment generating function of a random variable, Moment generating function of a random vector, Characteristic function of a random variable, and  Sums of independent random variables.

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