Classic Probability Books

1. Apr 25, 2006

mattmns

Hi, what are some of the classic undergrad/grad books on probability?

I am currently taking a 2nd/3rd year undergrad class on probability (calculus-based), and the next probability class I am taking is an upper-level-undergrad / low-level-grad class, so I am looking for a book at that level. The only prereq for the class is calc 3, but as I have said I have taken some calc-based probabilty, so a book that is mathematically involved would be fine, and actually desired.

Here is the description of the class I will be taking: Mathematical models for random experiments, random variables, expectation. The common discrete and continuous distributions with application. Joint distributions, conditional probability and expectation, independence. Laws of large numbers and the central limit theorem. Moment generating functions. Prereq: Calculus 3 (mutlivariable/vector)

And here is the description of the prob/stats class I am currently taking: Basic probability, discrete random variables, continuous random variables, independence, joint distributions, expected values, variances and covariances, moment generating functions, confidence intervals and tests for one and two sample problems. Topics from: Markov chains, queues, sums of random variables, systems models, reliability. Prereq: Calculus 2

I am not asking for a book that is perfectly catored to my needs, although if you have some thoughs that would be great, I am just looking for what are considered to be some of the classic undergrad/grad books on probability

Thanks!

Last edited: Apr 25, 2006
2. Nov 3, 2006

EnumaElish

Mood, Graybill & Boes.

3. Nov 3, 2006

quasar987

dunno if it's a classic, but I am using the book 'A first course in probability' by Sheldon M. Ross. The book ends with the laws of large nunebrs and the central limit thms.