Lecture note or article on probability

Question

I am undergraduate student, I am looking for a lecture notes and articles on probability, especially random variables and law of distrubtion ... Can you please help me ?

Answer 1

This notes is a good reference for undergraduate probability.

This one and this one are for graduate probability.

Answer 2

Without knowing more precisely what your background consists of, it's hard to give a valuable answer. If you're looking for a mostly computational introduction to probability theory, these notes on Probability and Random Variables from MIT opencourseware are good. Slightly more advanced but with still mostly computational exercises, Joe Blitzstein of Harvard University has a good online textbook.

For something a little more rigorous, suitable for a first year graduate course in probability with measure theory, consider Probability and Measure by Patrick Billingsley.