Applied Probability
2009 by Paul Pfeiffer, Rice University.
A first course that presumes no previous course in probability. The mathematical prerequisites are ordinary calculus and the elements of matrix algebra. A few standard series and integrals are used, and double integrals are evaluated as iterated integrals. The reader who can evaluate simple integrals can learn quickly from the examples how to deal with the iterated integrals used in the theory of expectation and conditional expectation.
Describes and employs user defined MATLAB procedures and functions (which we refer to as m-programs, or simply programs) to solve many important problems in basic probability.