Best Books on Probability for Math Graduates: A Must-Read List

[member 428835]

hello!

can anyone recommend a good book on probability? i have my bachelor's in math but never gave probability the time it deserved.

thanks!

 

[jasonRF]

A good free text is:
http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.html

More can be found at
http://www.e-booksdirectory.com/listing.php?category=412

I also like the standard text "a first course in probability" by Ross; used copies of old editions are very cheap online. I learned from the 3rd edition which was good.

Hopefully others will chime in with other recommendations.

jason

 

[IGU]

Given that you have your bachelor's in math, you no doubt have enough measure theory to work through this excellent book:

A First Look at Rigorous Probability Theory​

Rosenthal does a good job at conveying an understanding of the underlying theory that should appeal to a math guy. Cheap too.