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9 Best Probability Theory Books of All Time

Our goal: Find the best Probability Theory books according to the internet (not just one random person's opinion).

    Here's what we did:
  1. Type "best probability theory books" into our search engine and study the top 5+ pages.
  2. Add only the books mentioned 2+ times.
  3. Rank the results neatly for you here! 😊
    (It was a lot of work. But hey! That's why we're here, right?)

(Updated 2023)

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    Introduction To Probability

    Dimitri P. Bertsekas

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  • What are some good probability books for someone interested in learning more about probabilities and statistics?

    There are several good books on probability theory. For those starting out in the field, "Introduction to Probability" by Dimitri P. Bertsekas and John N. Tsitsiklis is a good book. "Probability: Theory and Examples" by Rick Durrett is another good book for those interested in more advanced topics. You can find these and many other probability books on Amazon Probability.

  • I've been reading a lot about measure theory. Are there any textbooks that integrate probability theory with measure theory?

    Absolutely, a good book that integrates both topics is "Probability and Measure" by Patrick Billingsley. It's tailor-made for students who want to understand the concepts of both probability theory and measure theory. Another good book to check out is "Real Analysis and Probability" by R.M Dudley. It's designed for students with a basic understanding of mathematics who want to delve deeper into these topics.

  • Are there any series of statistics books that are recommended for a comprehensive understanding of probability theory?

    Certainly, the "Springer Texts in Statistics" series is a great place to start. These books cover a wide range of topics in statistics and probability theory. Some books in the series go into depth on topics like random processes and measure theory. Do check the book reviews before making a decision.

  • What's the best edition of probability textbooks to buy? Should I always go for the newest edition?

    As a general rule, newer editions of textbooks tend to update and improve on previous editions. However, the best edition of a textbook often depends on the updates made by the authors and the book's price. For instance, if the newest edition only adds a few chapters but raises the price significantly, an older edition might be a more cost-effective choice.

  • Can I find good probability books on math forums or sites like Reddit?

    Yes, math forums and Reddit are great places to get recommendations for good books on probability theory. Users often share their experiences with different books, which can help you make the newest decisions on which book to buy. Be sure to check out the Reddit newest threads on this topic.

  • Is the series "A Course in Probability Theory" by Kai Lai Chung a good resource for learning about probabilities?

    Yes, "A Course in Probability Theory" by Kai Lai Chung is a highly regarded book in the field of probability theory. It covers a range of topics in a manner designed to help students understand the basics and more advanced concepts of probability.

  • Are there any online resources where I can check out reviews or get a copy of these probability theory books?

    Yes, websites like Amazon and Goodreads usually have a good number of reviews for these books. You can check the book details, reviews, and sometimes even get a chance to preview some chapters. Additionally, to check if a book meets your needs, you could check book PDFs available online. However, we strongly recommend buying a copy to respect author's rights.

  • What are the common topics covered in most probability theory textbooks?

    Most probability theory textbooks cover topics such as basic probability, conditional probability, random variables, expectations, common distributions, limit theorems, and processes. Some more advanced textbooks also delve into measure theory and other advanced mathematical concepts.

  • Are the authors of the recommended probability theory books active on any online platforms, like Reddit?

    Some authors do maintain an active online presence and may occasionally answer follow-up questions on platforms like Reddit. However, this is not always the case, and questions about their books might be indefinitely closed. It's always a good idea to check if the authors have a dedicated FAQ or contact section for their books.

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