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I am taking a Computer Science class soon that requires a solid knowledge of the basics of probability. I've only had minimal exposure to probability in classes I've taken in the past, so I need to get up to speed quickly. Can anyone recommend some good self-study resources (e.g. books, online classes, web sites) that I could use to teach myself the fundamentals?

Firefeather
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MattK
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8 Answers8

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  • A First Course in Probability by Sheldon Ross
  • Schaum's Outline of Probability, Random Variables, and Random Processes
  • An Introduction to Probability Models by Sheldon Ross
NebulousReveal
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  • I've worked through "A First Course in Probability" by Sheldon Ross and it has served me well in my later math and physics classes. His example problems can get quite involved, but so are most good problems. I'd recommend it as well. – Ralth Jan 15 '11 at 22:00
  • Great suggestions! Schaum's looks good for starters. I'll definitely look at Ross' books as my second step. Thanks! – MattK Jan 15 '11 at 22:24
  • Go for A First Course in Probability, it's the best – Belgi Jul 30 '12 at 15:28
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Try Introduction to Probability by Charles Grinstead and Laurie Snell. The book is available for purchase and also online reading.

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Here you have great lectures from Ryan O'Donnell's course Probability and Computing. I found it due to What Lecture Notes Should Everyone Read? on TCS.

Tomek Tarczynski
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the lecture notes link to Ryan O'Donnell's "Probability and Computing" notes seems to be dead. It will be of great help if someone in possession of the notes is willing to share it.

Also, check this video

Thanks.

Norbert
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2

A popular resource now is Joe Blitzstein's Stat 110 course in iTunes U (based on Harvard's probability course). Very nice video lectures and exams I took it fully (doing all problem sets, exams and etc.) and really learned a lot. Plus, you don't need to spend a cent.

Gabriel Landi
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An excellent introductory probability book for self-study is Henk Tijms, Understanding Probability (Cambridge University Press, 2nd ed., 2007). It distinguishes itself from other introductory probability texts by its emphasis on how probability works and how to use it.

chris
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http://www.math.uiuc.edu/~r-ash/BPT.html

This is a great text available free online. The more advanced book he has written is considered a classic of measure theoretic probability. This book is more basic and very readable.

rmh52
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Introduction to Probability by Bertsekas is a good undergrad textbook. (I prefer it to Ross.)

littleO
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