Introduction to Probability

Rating:
Summary: The odds are you'll love this book
Review: Probabilities are a powerful way of understanding the world and doing science. Trouble is, understanding probabilities is not easy: it takes math, insight, and a fresh way of thinking. Worse, the stuff is so useful in so many contexts that its expositions are often obscured by the intended applications.

I recently found myself looking at several probability books to give a recommendation to a friend. This book (by two well-known MIT professors of Electrical Engineering) is a wonderful treatment in terms of its style (simple informal explanations, motivating discussions, frequent notes of a historical/philosophical nature); its selection of topics (the basics, mainly, usually from the most useful perspective); its rigor and accuracy; its reasonable brevity; its rather conventional point of view (contrast it, for example, with the very interesting recent book by E. Jaynes); and its humor.

Rating:
Summary: The odds are you'll love this book
Review: Probabilities are a powerful way of understanding the world and doing science. Trouble is, understanding probabilities is not easy: it takes math, insight, and a fresh way of thinking. Worse, the stuff is so useful in so many contexts that its expositions are often obscured by the intended applications.

I recently found myself looking at several probability books to give a recommendation to a friend. This book (by two well-known MIT professors of Electrical Engineering) is a wonderful treatment in terms of its style (simple informal explanations, motivating discussions, frequent notes of a historical/philosophical nature); its selection of topics (the basics, mainly, usually from the most useful perspective); its rigor and accuracy; its reasonable brevity; its rather conventional point of view (contrast it, for example, with the very interesting recent book by E. Jaynes); and its humor.

Rating:
Summary: great book!
Review: Written by two prolific MIT professors, "Introduction to Probability" presents a clean and insightful introduction to probability and stochastic processes. The book is intended for advanced undergraduate and/or beginning graduate students. While many introductory probability texts are dominated by superficial case studies (which in my opinion convey a false sense of confidence about the subject), "Introduction to Probability" promotes deep understanding through clear mathematical writing and thought-provoking examples.

Testimonial: I recently adopted "Introduction to Probability" as the text for a first-year, masters of engineering course on stochastic systems, and it was a great experience. In working with the book, I found that the authors' thoughtful approach really helps to solidify the students' understanding of basic concepts. For example, the text's approach to conditional probability, particularly with its emphasis on sample-space, is so clear that several students (even the TA) came to me afterward saying that, prior to reading the book, they never had a clear understanding of what the formulas actually mean. From an instructor's perspective, "Introduction to Probability" is easy to use. It is accessible to students with diverse backgrounds, and it is also well-balanced, with lots of intuitive/motivating discussion in the main body of each chapter and advanced concepts in extended end-of-the chapter problems. The authors support the text by making available a large amount of supplementary material on the web, including supplementary exercises (suitable for homework or exams) and lecture notes from their introductory probability course at MIT. I highly recommend "Introduction to Probability" to anyone preparing to teach an introductory course on stochastic systems, probability, and stochastic processes.