40 Puzzles and Problems in Probability and Mathematical Statistics (eBook)

The present book is based on the view that cognitive skills are best acquired by solving challenging, non-standard probability problems. The author's own experience, both in learning and in teaching, is that challenging problems often provide more, and longer lasting, inductive insights than plain-style deductions from general concepts. Problems help to develop, and to sharpen our intuition for important probabilistical concepts and tools such as conditionaing or first-step analyses. Many puzzles and problems presented here are either new within a problem solving context (although as topics in fundamental research they are of course long known) or are variations of classical problems which follow directly from elementary concepts. A small number of particularly instructive problems is taken from previous sources which in this case are generally given.

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As a student I discovered in our library a thin booklet by Frederick Mosteller entitled50 Challenging Problems in Probability. Itreferredtoas- plementary "e;regular textbook"e; by William Feller, An Introduction to Pro- bilityTheoryanditsApplications.SoItookthisonealong,too,andstartedon the ?rst of Mosteller's problems on the train riding home. From that evening, I caught on to probability. These two books were not primarily about abstract formalisms but rather about basic modeling ideas and about ways - often extremely elegant ones - to apply those notions to a surprising variety of empirical phenomena. Essentially, these books taught the reader the skill to "e;think probabilistically"e; and to apply simple probability models to real-world problems. The present book is in this tradition; it is based on the view that those cognitive skills are best acquired by solving challenging, nonstandard pro- bility problems. My own experience, both in learning and in teaching, is that challenging problems often help to develop, and to sharpen, our probabilistic intuition much better than plain-style deductions from abstract concepts.