This is a course on basics of probability. In this course you will learn the nomenclature, theory and techniques needed for understanding the major types of probability problems, how to apply them in mathematical modeling, and how to prove problems in probability. We will cover materials including (not limited to) sample space, random variables, distribution functions, conditional probability and independence, expectation, combinatorial analysis, generating functions, convergence of random variables, characteristic functions, laws of large numbers, central limit theorem and its applications. This is an undergraduate course so if you think it is an easy course please talk to me.
Rick Durrett Elementary Probability for Applications
Ruriko Yoshida, Associate Professor of Statistics
www.polytopes.net/courses/STA320F13
See PDF.