Book cover of An Introduction to Probability Theory and Its Applications, Vol. 1

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A complete guide to the theory and practical applications of probability theory

An Introduction to Probability Theory and Its Applications uniquely blends a comprehensive overview of probability theory with the real-world application of that theory. Beginning with the background and very nature of probability theory, the book then proceeds…

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1 author picked An Introduction to Probability Theory and Its Applications, Vol. 1 as one of their favorite books. Why do they recommend it?

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David J. Hand
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This is my go-to book for when I need to find proofs or examples of the theory or applications of probability. It’s an old book now, but it remains unsurpassed as an outline of the foundations of classical probability theory. The preface to the second edition says “in addition to an unexpected number of users, the book seems to have found friends who read it merely for fun; it is most heartening that they range from pure mathematicians to pure amateurs”. And that must surely be exactly right: I find myself re-reading it because of the insights and perspectives it…

From David's list on The best books on statistics from a statistician.

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