19
$\begingroup$

Has anyone compiled a moderately comprehensive list on the web or elsewhere of textbooks on probability

  • For students who have not been introduced to the subject before

  • That introduce both discrete and continuous probability distributions and their cumulative distribution functions, and include things like the Poisson limit theorem, the central limit theorem (say the former with proof and the latter not necessarily), and

  • That perhaps cover the simplest stochastic processes like the Poisson process or infinite sequences of Bernoulli trials?

  • 2
    I would avoid Feller, vol. 2:) On the other hand, I remember reading Uspensky's (1935?) book with enjoyment. Its proof of the central limit theorem with everything explicit was (to me) wondrously complicated.2011-12-11
  • 1
    My guess as to the answer to your question is "no, at present", but I suspect the comments on this question will eventually change the answer to "yes", with the answer being a link to your own question. My addition to the list is Peter Whittle's "Probability via Expectation"--- although I do not have it handy, if memory serves, it satisfies all of your requirements.2011-12-11
  • 0
    This seems like an extremely specific list that you're looking for.2011-12-12
  • 0
    David Stirzaker - Elementary Probability could be what you're looking for...2011-12-26
  • 1
    Measure, Integral and Probability by Capinkski and Kopp is a good book.2012-09-24
  • 0
    You might like to post this query on allstat, which is a very responsive email list (mainly UK-based).2012-09-24

4 Answers 4