Re: Probability book - recommendations
- From: Ray Vickson <RGVickson@xxxxxxx>
- Date: Sat, 9 Aug 2008 14:19:02 -0700 (PDT)
On Aug 9, 9:09 am, alancharbonn...@xxxxxxxxxxxxx wrote:
I'd like some recommendations for a probability book. I have spent
lots of time searching the archives with little success. I saw a
recommendation from Herman Rubin for a book on probability theory from
Loeve, but (a) that was about all that I saw and (b) from what I
gather, that is an advanced book and not something that would serve as
an introduction for someone involved in self-study.
Thanks
Alan
I would recommend very highly the books of William Feller, especially
Volume 1 "An Introduction to Probability Theory and its Applications",
Vol. 1, Wiley (1968). Feller is a bit old-fashioned, but his approach
and examples bring the subject to life. He avoids measure-theoretic
considerations completely in volume 1, and some probabilists do not
like that, but for understanding and applications it cannot be beat.
It IS rigorous all the same. (Volume 2 does have some measure theory
in it, but it develops all it needs in a straightforward manner.)
R.G. Vickson
.
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