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Prob/Stats Seeking a good introductory book in probability theory?

  1. Jan 21, 2016 #1
    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?
     
  2. jcsd
  3. Jan 21, 2016 #2

    jasonRF

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    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/ref=olp_product_details?ie=UTF8&me=
    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
     
    Last edited by a moderator: May 7, 2017
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