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Need a Good Textbook on Probability.

  1. Oct 21, 2012 #1
    Need a Good Textbook on Probability. Please Help!

    I would be very grateful if someone could help me.
    I am at pains trying to find a book on probability which would be both rigorous and would begin from the very basics. It appears that mathematically acceptable books do not apply because they are written for "advanced students in probability", and this is not my case. The simple books do not apply because they confuse a sample and its member, and all of the sort.
    What did you personally read? What did help you?
  2. jcsd
  3. Oct 22, 2012 #2


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    Re: Need a Good Textbook on Probability. Please Help!

    At what level? Using calculus? Measure theory? As a first exposure to measure theory? With a lot of combinatorics? With probability models?

    Here is one cheap book that makes for fine leisure reading

    Applied Probability Models with Optimization Applications (Dover Books on Mathematics) by Sheldon M. Ross
  4. Oct 25, 2012 #3


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    Re: Need a Good Textbook on Probability. Please Help!

    A free book for beginners that is well written can be found here:


    Perhaps it will fit the bill. That and other free books can be found at:


    I also like "a first course in probability" by ross. I learned from the third edition, which is fine, so used copies of old editions are the inexpensive way to go.

    best of luck,

  5. Oct 25, 2012 #4
    Re: Need a Good Textbook on Probability. Please Help!

    The standard intro probability tome:
    Feller: Introduction to probability theory and its applications.

    It is "basic" in the sense that it starts from the beginning. But it is quite difficult I hear. So, if you are great at math, have some sophistication and want to finally tackle probability, this would be a good one (if you are committed). Unfortunately, I myself have never been committed :(

    Also, I dont' think it uses any measure theory until Vol. 2. So Vol. 1 does not have high prerequisites per se.
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