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Part I. Probability in Action: 1. Probability questions -- 2. Law of large numbers and simulation -- 3. Probabilities in everyday life -- 4. Rare events and lotteries -- 5. Probability and statistics -- 6. Chance trees and Bayes' rule -- Part II. Essentials of Probability: 7. Foundations of probability theory -- 8. Conditional probability and Bayes -- 9. Basic rules for discrete random variables -- 10. Continuous random variables -- 11. Jointly distributed random variables -- 12. Multivariate normal distribution -- 13. Conditioning by random variables -- 14. Generating functions -- 15. Discrete-time Markov chains -- 16. Continuous-time Markov chains -- Appendix -- Recommended reading -- Answers to odd-numbered problems.