Rating: 
Summary: challenging book on probability theory
Review: Will Feller died before I first started reading his work. We used Volume II of these two volumes in my graduate course on probability. My Professor Persi Diaconis used Neveu's calculus of probability for the axiomatic treatment. We also consulted Chung's text. Feller Volume II was used to challenge our intuition and provoke our interest. It did that with the waiting time paradox and Benford's law and many other interesting and difficult things to calculate. Feller explained ideas well taking an intuitive approach rather than a rigorous mathematical one. Feller was one of the great probabilists. He came up with general conditions (Lindeberg-Feller) for the central limit theorem. Volume I deals with the many important discrete probability distributions and the associated combinatorics while Volume II deals with continuous distributions.Both volumes provide interesting and provocative material on probability and it is worthwhile for every statistician and probabilist to have copies on his shelf.
Rating:
Summary: challenging book on probability theory
Review: Will Feller died before I first started reading his work. We used Volume II of these two volumes in my graduate course on probability. My Professor Persi Diaconis used Neveu's calculus of probability for the axiomatic treatment. We also consulted Chung's text. Feller Volume II was used to challenge our intuition and provoke our interest. It did that with the waiting time paradox and Benford's law and many other interesting and difficult things to calculate. Feller explained ideas well taking an intuitive approach rather than a rigorous mathematical one. Feller was one of the great probabilists. He came up with general conditions (Lindeberg-Feller) for the central limit theorem. Volume I deals with the many important discrete probability distributions and the associated combinatorics while Volume II deals with continuous distributions. Both volumes provide interesting and provocative material on probability and it is worthwhile for every statistician and probabilist to have copies on his shelf.
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