What is the best introductory book on probability?

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SUMMARY

The best introductory book on probability is "Understanding Probability," second edition, by Henk Tijms, published by Cambridge University Press in 2007. This book is praised for its clear definitions and engaging examples, making complex concepts like Markov chains and Brownian motion accessible to beginners. Despite its substantial length of 500 pages, it is recommended to read the entire book, as the most critical content is found in the second part. This book is ideal for anyone seeking a foundational understanding of probability.

PREREQUISITES
  • Basic understanding of mathematical concepts
  • Familiarity with introductory statistics
  • Interest in probability theory
  • Willingness to engage with real-world examples
NEXT STEPS
  • Explore advanced probability topics such as Markov chains
  • Study Brownian motion and its applications
  • Learn about moment generating functions and their significance
  • Investigate other probability textbooks for comparative analysis
USEFUL FOR

This discussion is beneficial for students, educators, and anyone interested in gaining a solid foundation in probability theory, particularly those new to the subject.

chris ball
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[Mentor's note: I have deleted some misinformation.]

Henk Tijms, Understanding Probability, second edition, Cambridge University Press, 2007.
 
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Wow, I just skimmed through the book and it's a great book! It isn't as rigourous as I like my books, but for a first course I think that's a good thing.

The book gives clear and easy definitions and then provides lots of real interesting examples. It even introduces advanced concepts such as Markov chains, Brownian motion, moment generating functions in an easy way.

The book does have a wopping 500 pages, but I suggest reading all of it. For example, the most important stuff really happens in the second part of the book, while the first part is kind of an introduction. So I wouldn't skip anything, if I were you.

If anybody asks for a recommendation for a first encounter with probability, then this book would be my suggestion!
 

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