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Introductory Probability textbooks

  1. Sep 9, 2012 #1


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    I am doing an introductory Probability course this semester and the textbook we are set to use is 'A first course in Probability' by Sheldon Ross. However, upon reading reviews from amazon and elsewhere, it appears this book is not that helpful and 'is the WORST book I have ever used' and 'the examples don't help you do the problems' are some quotes used.
    The average grading was 2.9 out of 5.

    I am wondering therefore if anybody who has done an introductory probability course could recommend any textbooks that they thought were useful during their study.
    I might consider the book by Schaum but I am not entirely sure if this is at the right level.
    Does anybody have any suggestions?

    Many thanks.
  2. jcsd
  3. Sep 9, 2012 #2
    1) Grinstead and Snell
    2) Feller
    3) Bertsekas

    Good Luck!

  4. Sep 9, 2012 #3


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    I took intro probability from Ross's book and actually liked it. It was the old 3rd edition, so perhaps the author lost his way in the revisions, but I would give it a chance. The largest objection is that it has "too many" examples, so sometimes it isn't easy to find the portions that describe the theory. But books with fewer examples often get the complaint that "it has too few examples!"

    I also agree with SolsticeFire about Grinstead and Snell; in case you haven't found it yet you can buy it on places like amazon, but the authors also allow you to download it for free: (http://www.dartmouth.edu/~chance/teaching_aids/books_articles/probability_book/book.html)
    If neither of those cut it, I also second the suggestion of the book by bertsekas. Either the first or second editions are fine.

    good luck, and enjoy probability! It is certainly worth the effort it takes to learn it.

  5. Sep 13, 2012 #4
    I'd recommend using lecture notes from Cambridge, it's around 100 pages :

    http://www.trin.cam.ac.uk/dpk10/IA/IAprob.html [Broken]
    Last edited by a moderator: May 6, 2017
  6. Jun 10, 2013 #5
    Loved those lecture notes by Professor Kennedy, thank you very much! :smile:
    Last edited by a moderator: May 6, 2017
  7. Jun 30, 2013 #6
    Introduction to Probability Models, Tenth Edition
    by Sheldon M. Ross
    An Introduction to Probability Theory and Its Applications by William Feller
    Probability Theory: The Logic of Science by E.T Jaynes
    Fifty Challenging Problems in Probability with Solutions by Frederick Monsteller
  8. Jul 12, 2014 #7
    Old thread, but I'm curious, has anyone read the second volume of Feller's Into to Prob. Theory and its Apps? I have the first volume (and have been putting off reading it to be honest) but I'm curious as to the worth of the second volume.
  9. Jul 13, 2014 #8


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    I see this is an old thread, but in case it happens to be read in the future, I want to say loudly and clearly that Sheldon Ross, A First Course is not a bad book at all. It is a difficult book, you must do the problems in the order that they are given because the difficulty escalates and you really need to do the earlier problems to do the later ones, but in doing that you will know the subject better. If it looks like there is a lack of explanation, it is because what you want to be explained will become obvious once you do the easier problems.

    The only complaint I have is that some of the problems are meant to be solved with a spreadsheet or math software, and these problems aren't marked. So now and again, once or twice per chapter I would say, there is a problem that one can't do manually, too much calculation is required. But these are easily skipped without loss, you will quickly recognize them.

    This is the best advice I can give, do the problems in order and this book will become much easier and much more valuable to you.
  10. Jul 13, 2014 #9


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    My personal experience is that one reaches a point of saturation with probability, where you will think, I've learned enough probability to satisfy me. Clearly there are some people who can't get enough and they will need to read both volumes I suppose. But get through volume 1 first, you may find that you are satisfied.
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