This introductory text features well-chosen problems and exercises that illustrate the algebras of events, discrete random variables, characteristic functions, and limit theorems. Prerequisites include knowledge of differential and integral calculus as well as the theory of real and complex functions. An extensive appendix introduces information theory. 1970 edition. Reprint of the North-Holland Publishing Company, Amsterdam, 1970 edition.
Fifty Challenging Problems in Probability with Solutions by Frederick Mosteller Remarkable puzzlers, graded in difficulty, illustrate elementary and advanced aspects of probability. These problems were selected for originality, general interest or because they demonstrate valuable techniques. Also includes detailed solutions.
Probability Theory: A Concise Course by Y. A. Rozanov This clear exposition begins with basic concepts and moves on to combination of events, dependent events and random variables, Bernoulli trials and the De Moivre-Laplace theorem, and more. Includes 150 problems, many with answers.
Good Thinking: The Foundations of Probability and Its Applications by Irving John Good This in-depth treatment of probability theory by a famous British statistician explores Keynesian principles and surveys such topics as Bayesian rationality, corroboration, hypothesis testing, and mathematical tools for induction and simplicity. 1983 edition.
Foundations of Probability by Alfred Renyi Taking an innovative approach to both content and methods, this book explores the foundations, basic concepts, and fundamental results of probability theory, plus mathematical notions of experiments and independence. 1970 edition.
