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Re:Ask HN: Learning advanced math by cph on Sunday October 03, 2010 @03:30PM (#1753414)
Can anyone suggest a good probability or statistics book?
Re:Ask HN: Learning advanced math by hyperbovine on Sunday October 03, 2010 @05:42PM (#1753696)
If you already know analysis (well), the best probability book is "Probability & Measure" by Billingsley. A gentler introduction is the SUMS book "Measure, Probability, and Integral."

If you don't care about measure theory and just want to learn how to calculate the probability that a coin comes up heads in the first five attempts, the book by Larsen and Marx is pretty good.

Re:Ask HN: Learning advanced math by anatoly on Sunday October 03, 2010 @05:08PM (#1753625)
About a year ago, I refreshed my memory of basic probability theory with Bertsekas & Tsitsiklis Introduction to Probability and really enjoyed their approach.
Re:Ask HN: Learning advanced math by pingswept on Sunday October 03, 2010 @04:03PM (#1753475)
For stats:

Statistical Methods by Snedecor and Cochran

Statistical Data Analysis by Glen Cowan

As a gentle introduction to statistics and probability, Statistics by Freedman, Pisani, and Purves.

Re:Ask HN: Learning advanced math by melipone on Sunday October 03, 2010 @04:08PM (#1753488)
I had "Mathematical statistics" by Freund and Walpole and still refers to it. Also Drake's Applied Probability theory is a classic.