- Probability Tutorials
- Tutorials in measure theory, lebesgue integration and probability, by Noel Vaillant
- Applied Probability and Stochastic Processes - An online course by Wlodzimierz Bryc in DVI, PS and HTML format.
- Calculus and Probability - Online course by Stefan Waner and Steven R. Costenoble
- Introduction to Probability - An online textbook in PDF format, by Charles M. Grinstead and J. Laurie Snell
- Introduction to probability - A comprehensive course in probability by Oliver Knill
- 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.
- Stochastic Analysis - 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.
- Today's Lecture by Ashay Dharwadker - Daily lecture notes for a course on algorithm design at Ansal Institute of Technology.
- Virtual Laboratories in Probability and Statistics - Interactive course by Kyle Siegrist.
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