This book of problems is designed to challenge students learning probability. Each chapter is divided into three parts: Problems, Hints, and Solutions. All Problems sections include expository material, making the book self-contained. Definitions and statements of important results are interlaced with relevant problems. The only prerequisite is basic algebra and calculus.

* Modelling Random Experiments * Classical Probability Spaces * Fields * Finitely Additive Probability * Sigma Fields * Countably Additive Probability * Conditional Probability and Independence * Random Variables and Their Distributions * Expectation and Variance * Conditional Expectation * Characteristic Functions * Limit Theorems * Bibliography