Understanding Probability is a unique and stimulating approach to a
first course in probability. The first part of the book demystifies
probability and uses many wonderful probability applications from
everyday life to help the reader develop a feel for probabilities. The
second part, covering a wide range of topics, teaches clearly and simply
the basics of probability. This fully revised third edition has been
packed with even more exercises and examples and it includes new
sections on Bayesian inference, Markov chain Monte-Carlo simulation,
hitting probabilities in random walks and Brownian motion, and a new
chapter on continuous-time Markov chains with applications. Here you
will find all the material taught in an introductory probability course.
The first part of the book, with its easy-going style, can be read by
anybody with a reasonable background in high school mathematics. The
second part of the book requires a basic course in calculus.

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