Seeking a good introductory book in probability theory?

In summary: He is particularly interested in books that prioritize solving problems over theory and proofs. Some potential recommendations include "Grinstead and Snell" and "Ash," both of which can be found for free online. Other options include books by Ross for a more balanced approach or engineering-oriented books listed in a previous forum post. Additional information from Jason would help in providing a specific recommendation. In summary, Jason is seeking a good introductory textbook in probability theory with a balance of applied and theoretical aspects, and is open to recommendations based on his preferences.
  • #1
bacte2013
398
47
Dear Physics Forum personnel,

I would like to seek your recommendation on a good, introductory textbook in the probability theory (non measure-theoretic treatment) that contains both the applied and theoretical treatment of the subject. My goal is to advance into the measure-theoretic probability theory textbooks as soon as I complete the introductory book. I always enjoy the Dovers book and I see that there are some books written by authors like Kolmogorov and Renyi, but I did not have a chance to check them out due to unavailability. If any of Dover's books are good in probability theory, could you recommend to me?
 
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  • #2
There are many flavors of probability books. Some emphasize theory and proofs and some spend most of the time on solving problems. What are you most interested in (EDIT: I should have read your post more carefully before asking!)? How much math do you know?

Here are a couple free books you can look at.

A good intro book is Grinstead and Snell:
https://math.dartmouth.edu/~prob/prob/prob.pdf

If you are interested in a little more theory the book by Ash (also sold as a dover) is okay,
http://www.math.uiuc.edu/~r-ash/BPT.html
I don't think it is a good first book unless perhaps your math skills are very strong.

There are a couple of engineering oriented books listed in this post
https://www.physicsforums.com/threads/probability-and-random-processes-engineering-approach.341282/

I first learned from Ross, "a first course in probability",
https://www.amazon.com/gp/product/0024038504/?tag=pfamazon01-20
but not everyone likes it. It has just enough theory and lots of solved examples; problems at the end of chapters are separated into theoretical and problem solving, so you can emphasize what you are interested in. Perhaps he gives too many examples ...

Any extra info you can give would be helpful.

Jason
 
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1. What is probability theory?

Probability theory is a branch of mathematics that deals with the study of random events and their likelihood of occurrence. It involves the use of mathematical models to analyze and predict the outcomes of uncertain situations.

2. Why is it important to study probability theory?

Probability theory has applications in various fields, including statistics, economics, finance, and engineering. It is used to make predictions, assess risks, and make decisions based on uncertain information. Therefore, understanding probability theory is crucial for making informed decisions in many real-world scenarios.

3. What are the basic concepts in probability theory?

The basic concepts in probability theory include events, sample space, probability, and random variables. Events are outcomes or combinations of outcomes, while the sample space is the set of all possible outcomes. Probability is a numerical measure of the likelihood of an event, and random variables are variables that take on different values in a random experiment.

4. Can you recommend a good introductory book in probability theory?

There are several good introductory books in probability theory, including "Introduction to Probability" by Dimitri P. Bertsekas and John N. Tsitsiklis, "A First Course in Probability" by Sheldon Ross, and "Probability: For the Enthusiastic Beginner" by David Morin. It is best to choose a book that aligns with your level of mathematical background and learning style.

5. What are some real-life applications of probability theory?

Probability theory has many real-life applications, such as predicting stock prices, analyzing weather patterns, and determining the risk of diseases. It is also used in decision-making processes, such as determining insurance premiums and designing experiments in scientific research. Additionally, probability theory is crucial in games of chance, such as card games and lotteries.

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