What is the best introductory book on probability?

In summary, "Understanding Probability" by Henk Tijms is a highly recommended book for beginners in probability. It provides clear definitions and interesting examples, and introduces advanced concepts in an easy-to-follow manner. Although it may seem lengthy at 500 pages, it is worth reading in its entirety as the most important content is found in the second part of the book. Overall, this book is a great resource for those looking to learn about probability.
  • #1
chris ball
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[Mentor's note: I have deleted some misinformation.]

Henk Tijms, Understanding Probability, second edition, Cambridge University Press, 2007.
 
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  • #2
Wow, I just skimmed through the book and it's a great book! It isn't as rigourous as I like my books, but for a first course I think that's a good thing.

The book gives clear and easy definitions and then provides lots of real interesting examples. It even introduces advanced concepts such as Markov chains, Brownian motion, moment generating functions in an easy way.

The book does have a wopping 500 pages, but I suggest reading all of it. For example, the most important stuff really happens in the second part of the book, while the first part is kind of an introduction. So I wouldn't skip anything, if I were you.

If anybody asks for a recommendation for a first encounter with probability, then this book would be my suggestion!
 

FAQ: What is the best introductory book on probability?

What is the best book for beginners to learn about probability?

The best book for beginners to learn about probability is "An Introduction to Probability Theory and Its Applications" by William Feller. It provides a comprehensive and easy-to-understand introduction to the fundamentals of probability.

Is there a book that covers both theoretical and practical aspects of probability?

Yes, "Probability Theory: The Logic of Science" by E.T. Jaynes covers both theoretical concepts and practical applications of probability. It is considered a classic in the field and is suitable for both beginners and advanced readers.

Are there any books specifically focused on Bayesian probability?

Yes, "Bayesian Data Analysis" by Andrew Gelman, John B. Carlin, Hal S. Stern, David B. Dunson, Aki Vehtari, and Donald B. Rubin is a highly recommended book for learning about Bayesian probability. It provides a comprehensive and accessible introduction to the subject.

What is the best book for advanced readers looking to deepen their understanding of probability?

"Probability and Measure" by Patrick Billingsley is considered a classic text for advanced readers. It covers the mathematical foundations of probability theory and is highly regarded by mathematicians and statisticians.

Are there any online resources that can supplement a book on probability?

Yes, there are many online resources that can supplement a book on probability, such as online courses, video lectures, and interactive tutorials. Some recommended websites include Khan Academy, Coursera, and MIT OpenCourseWare.

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