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- Tutorials in measure theory, lebesgue integration and probability, by Noel Vaillant
Analytical Argumentations of Probability and Statistics.
- Paper by Giacomo Lorenzoni examining some fundamental concepts of probability and statistics.
Applied Probability and Stochastic Processes
- An online course by Wlodzimierz Bryc in DVI, PS and HTML format.
Introduction to probability
- A comprehensive course in probability by Oliver Knill
Introduction to Probability
- An online textbook in PDF format, by Charles M. Grinstead and J. Laurie Snell
An Introduction to Queueing Systems
- Educational material for the study of queues and queueing networks. It includes details on book "Introduction to Queueing Systems", sample sections, solution manual for problems, tests and their solutions
Lectures Notes from Varadhan
- From S.R.Srinivasa Varadhan in pdf and ps formats, on measure theory, harmonic analysis, statistics and stochastic processes.
Mike McLaughin's Probability Distributions Compendium
- Document describing many common probability distributions and their properties including, pdf, cdf, moments, and random variate generation. [PDF]
Probability and Random Process Class Notes
- Class notes for a university course on probability and random processes, by John L. Stensby. Notes are in .pdf format. Introductory through advanced topics are covered.
Probability by Surprise
- Contains class notes and applets for teaching an introductory probability class to engineers.
Probability lecture notes
- Lecture notes from R.F. Bass
Probability Theory: The Logic of Science
- Online textbook by E.T. Jaynes in PS format.
- Extensive lecture notes from Timo Seppalainen
Stochastic Calculus Notes
- These notes by Alan Bain provide a complete elementary introduction to stochastic integration with respect to continuous semimartingales.
Virtual Laboratories in Probability and Statistics
- Interactive course by Kyle Siegrist.
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