Ask HN: What is the best book to learn probability through self study? | Hacker News Reader

Ask HN: What is the best book to learn probability through self study?

28 pointssharmi12 comments

Hi, I am using Introduction to Probability by Joe Blitzstein and Jessica Hwang to learn probability by self study but I would like to have an additional book for problems practice. Can you suggest one that has solutions available for students? It would be nice if it is free but it is ok otherwise.

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IMHO, "Naked Statistics: Stripping the Dread from the Data" by Charles Wheelan is the best book to start with Probability and Statistics(you can buy it using the link below). I've studied those fields when I was at Uni, but never really got the intuition right. I wish I would have read that book back then. The book is short(~200 pages), and focuses on providing both the context and the intuition behind Probabilities. Once you get that right, the formulas just make sense. After reading that book, you will be way more comfortable to read books about Machine Learning, or any other fields where Probabilities and Statistics are a prerequisite.

http://www.amazon.com/Naked-Statistics-Stripping-Dread-Data-...

That is quite an endorsement! Started reading the ebook version immediately!

What is your initial impression?

Hi thank you mortimerwax, I already find Prof. Joe Blitzstein's book quite intuitive to understand probability. I just need a supplementary book/resource for practice of extra problems. I find that for most books, the solutions manual is made available only for professors and not for students.

One of the books that I personally found easy to read with good exercises is Probability and Statistics by Morris H. DeGroot, Mark J. Schervish

http://www.amazon.com/Probability-Statistics-Edition-Morris-...

Joe Blitzstein is usually pretty communicative (I see him answering a lot of questions on Quora and he had a reputation for being pretty approachable at Harvard.) If you like their book, maybe you should reach out and see if either of them have books they'd recommend for your case?

Based on the presence of a bookshelf on his webpage [0], he seems to be a fan of literature. I've been looking for a text on abstract algebra and now I think I've got one!

Seems like a question that he would welcome.

[0] http://www.people.fas.harvard.edu/~blitz/Site/Books.html

It surprises me how few people reach out directly to authors or other "known" people for recommendation, suggestion and questions. If you like someone's work, then you are more likely to like his/her suggestions too. Some may not respond but some may do and might become quite valuable resource.

A few years ago, I reached out to an author of financial book while reading his book with a few questions and suggestions for next book to pick up after his book to build up my knowledge further. We had interesting email conversations about the different topics. Even now time to time I reach out to him with questions.

Thank you for your suggestion. I think this is the best course of action.

Random Services has some nice online materials.

http://www.math.uah.edu/stat/index.html

good list of open content or sanctioned preprints here: https://www.reddit.com/r/MachineLearning/comments/1jeawf/mac...

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this one gets relatively credible amazon reviews: http://www.probabilitycourse.com/

You can read book of Jim Pitman may be it's helpful for you.

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