The Online Books Page

Random variables

See also what's at Wikipedia, your library, or elsewhere.

• Probabilities
• Variables (Mathematics)

• Chance variables
• Stochastic variables

• Non-Uniform Random Variate Generation (c1986), by Luc Devroye (PDF files with commentary at devroye.org)

Items below (if any) are from related and broader terms.

• Introduction to Probability for Data Science (Ann Arbor: Michigan Publishing, 2021), by Stanley H. Chan (PDF files with commentary at probability4datascience.com)
• StatLect: Lectures on Probability Theory and Mathematical Statistics (online edition, c2010), by Marco Taboga (illustrated HTML with commentary at statlect.com)
• Probability and Algorithms (1992), by National Research Council Committee on Applied and Theoretical Statistics (page images with commentary at NAP)
• Probabilistic Machine Learning for Civil Engineers (prepublication version; 2020), by James-A. Goulet (PDF files with commentary at polymtl.ca)
• Actual Causality (Cambridge, MA and London: MIT Press, c2016), by Joseph Y. Halpern (HTML at Cornell)
• Basic Probability Theory (originally published 1970), by Robert B. Ash (PDF files at Wayback Machine)
• Probability and the Logic of Rational Belief (Middletown, CT: Wesleyan University Press, c1961), by Henry Ely Kyburg (page images at HathiTrust)
• On the Principles of Statistical Inference: Four Lectures Delivered at the University of Notre Dame, February 1941 (Notre Dame Mathematical Lectures #1; c1942), by Abraham Wald (PDF files at Project Euclid)
• An Introduction to Information Theory (New York et al.: McGraw-Hill, 1961), by Fazlollah M. Reza (page images at HathiTrust)
• Harmonic Analysis and the Theory of Probability (Berkeley and Los Angeles: University of California Press, 1955), by S. Bochner (page images at HathiTrust)
• Introduction to Probability (electronic edition), by Charles M. Grinstead and J. Laurie Snell (PDF files with commentary at Dartmouth)
• Introduction to Probability, Statistics and Random Processes (electronic edition, with videos and interactive calculators), by Hossein Pishro-Nik (HTML and PDF files with commentary at probabilitycourse.com)
• Probability and Statistics EBook, by SOCR (Project) (illustrated HTML at UCLA)
• Probability and Theory of Errors, by Robert Simpson Woodward (page images at Cornell)
• A Treatise on Probability (London: Macmillan, 1921), by John Maynard Keynes (Gutenberg PDF and LaTeX)
• Development of a Probability Based Load Criterion for American National Standard A58: Building Code Requirements for Minimum Design Loads in Buildings and Other Structures (Washington: US Dept. of Commerce, National Bureau of Standards, 1980), by Bruce R. Ellingwood, T. V. Galambos, James G. MacGregor, and C. Allin Cornell (page images at HathiTrust)
• Alignment Charts; The Teaching of the Calculus of Probability; On the Theory of Complex Functions (Notre Dame Mathematical Lectures #4; 1944), contrib. by Lester R. Ford, A. H. Copeland, and Emil Artin (PDF files at Project Euclid)
• Space, Time, and Life: The Probabilistic Pathways of Evolution (Philadelphia: ISI Press, c1985), by V. V. Nalimov, ed. by Robert Garland Colodny, trans. by A. V. Yarkho (PDF here at Penn)
• Chance and Luck: A Discussion of the Laws of Luck, Coincidences, Wagers, Lotteries, and the Fallacies of Gambling, With Notes on Poker and Martingales (second edition; London: Longmans, Green and Co., 1887), by Richard A. Proctor (page images at Cornell)
• Formal Logic: or, The Calculus of Inference, Necessary and Probable (London: Taylor and Walton, 1847), by Augustus De Morgan (multiple formats at archive.org)
• The Logic of Chance: An Essay on the Foundations and Province of the Theory of Probability, With Especial Reference to its Logical Bearings and its Application to Moral and Social Science (second edition; London: Macmillan and Co., 1876), by John Venn (page images in Germany)
• Tables of Normal Probability Functions (Washington: GPO, 1953), by Mathematical Tables Project (U.S.) (page images at HathiTrust)
• Tables of Probability Functions (2 volumes; Washington: GPO, 1941-1942), by Project for the Computation of Mathematical Tables (U.S.) and Mathematical Tables Project (U.S.) (page images at HathiTrust)
• A Practical Manual on the Monte Carlo Method for Random Walk Problems (Los Alamos, NM: Los Alamos Scientific Laboratory of the University of California, 1957), by E. D. Cashwell and C. J. Everett, contrib. by O. W. Rechard (page images at HathiTrust)
• A Mathematical Theory of Random Migration (London et al.: Cambridge University Press, 1906), by Karl Pearson, contrib. by John Blakeman
  • multiple formats at archive.org
  • page images at HathiTrust; US access only

• Bibliography on the Foundations of Probability Theory (some pages faintly scanned; Detroit: University of Detroit, 1963), by Časlav V. Stanojević and L. Robert Kovac (page images at HathiTrust)
• A Treatise on Probability (London: Macmillan, 1921), by John Maynard Keynes (Gutenberg PDF and LaTeX)

• Introduction to Data Science: Data Analysis and Prediction Algorithms With R (Creative Commons online edition, 2021), by Rafael A. Irizarry (illustrated HTML with commentary at github.uio)

• ESAIM: Probability and Statistics (partial serial archives)
• Electronic Communications in Probability (1996-) (full serial archives)
• Electronic Journal of Probability (1996-) (full serial archives)
• Probability Surveys (2004-) (full serial archives)

• Advanced Problems in Mathematics: Preparing for University (new revised edition; Cambridge, UK: Open Book Publishers, 2019), by S. T. C. Siklos (multiple formats with commentary at Open Book Publishers)

• CK-12 Advanced Probability and Statistics (second edition, c2014), by Raja Almukkahal, Danielle DeLancey, Ellen Lawsky, Brenda Meery, and Larry Ottman (PDF at nclor.org)
• Probability and Statistics (Basic) (Palo Alto, CA: CK-12 Foundation, c2009), ed. by Brenda Meery (multiple formats at archive.org)

• Correlation and Causality (revised electronic edition, 2004), by David A. Kenny (PDF at davidakenny.net)

• Matroid Decomposition (1998), by Klaus Truemper (gzipped Postscript files at emis.de)
• Standardization and Decomposition of Rates: A User's Manual (Current Population Reports Special Studies P23-186; Washington: Bureau of the Census, 1993), by Prithwis Das Gupta
  • PDF with commentary at census.gov
  • page images at HathiTrust
  • multiple formats with Google

• Nonparametric Density Evaluation: The L1 View (1985), by Luc Devroye and László Györfi (PDF at devroye.org)

• The Encyclopedia of Gambling: The Game, the Odds, the Techniques, the People and Places, the Myths and History (c1977), by Peter Arnold (PDF files at University of Calgary)

• Engineering Reliability: New Techniques and Applications (New York: J. Wiley and Sons, c1981), by B. S. Dhillon and Chanan Singh (PDF of each chapter at Dr. Singh's website)
• System Reliability Modelling and Evaluation (London: Hutchinson Educational Publishers, c1977), by Chanan Singh and Roy Billinton (PDF of each chapter at Dr. Singh's website)

• Statistical Theory of Signal Detection (New York et al.: Pergamon Press, 1960), by Carl W. Helstrom (page images at HathiTrust)

• Analogies Between Analogies: The Mathematical Reports of S.M. Ulam and His Los Alamos Collaborators (Berkeley: University of California Press, 1990), by Stanislaw M. Ulam, ed. by A. R. Bednarek and Francoise Ulam (HTML at UC Press)
• Introduction to Statistical Signal Processing (electronic revision of "Random Processes"), by Robert M. Gray and Lee D. Davisson (PDF at Stanford)
• Introduction to Probability, Statistics and Random Processes (electronic edition, with videos and interactive calculators), by Hossein Pishro-Nik (HTML and PDF files with commentary at probabilitycourse.com)
• The Unknowable, by Gregory J. Chaitin (illustrated HTML at Maine)

• Time Series Analysis and its Applications, With R Examples (authors' free electronic edition, similar to published fourth edition; 2016), by Robert H. Shumway and David S. Stoffer (PDF with commentary at Pitt)
• The Analysis of Economic Time Series (Cowles Foundation monograph #6; Bloomington, IN: Principia Press, 1941; with added supplement from 1987), by Harold T. Davis, contrib. by R. W. Farebrother
  • book: PDF at Yale
  • 1987 supplement: PDF at Wayback Machine
• Extrapolation, Interpolation, and Smoothing of Stationary Time Series, With Engineering Applications (second printing; Cambridge, MA: Technology Press of the Massachusetts Institute of Technology; London: J. Wiley and Sons, 1950), by Norbert Wiener (page images at HathiTrust)
• Statistical Inference in Dynamic Economic Models (Cowles Foundation monograph #10; New York: J. Wiley and Sons; London: Chapman and Hall, 1950), ed. by Tjalling C. Koopmans (PDF at Yale)
• A Method of Isolating Sinusoidal Components in Economic Time Series, Illustrated by an Application to Stock Market Price Movements (Michigan Business Studies v8 #4; 1938), by O. W. Blackett and Winifred P. Wilson (page images at HathiTrust)

More items available under broader and related terms at left.