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?
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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.
About a year ago, I refreshed my memory of basic probability theory with Bertsekas & Tsitsiklis Introduction to Probability and really enjoyed their approach.
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.