Suggest good sites/books on probability 46 points by pm90 on July 3, 2011 | hide | past | web | favorite | 25 comments I have always been quite confused by both the concept of probability and more so, by the plethora of resources that seek to "introduce" probability. Can you please suggest online resource to learn great beginning and advanced probability concepts?

 There is only one book I would recommend:Title: Philosophical Essay on ProbabilitiesAuthor: Pierre Simon Marquis de LaplaceYear: 1794 (and still applicable)Sure you can find more current texts, but this introduces it as if this was a cold introduction, and makes the foundation understanding almost complete. It's a pretty stunning piece of work, the essay being a popular introduction and not the underlying mathematical lecture it was based on.
 Thanks buro9 and vinutheraj!
 Probability Theory: The Logic of Science by E. T. Jayneshttp://www.amazon.com/Probability-Theory-Science-T-Jaynes/dp...http://bayes.wustl.edu/etj/prob/book.pdf
 really nice! Thanks!
 I found this intuitive tutorial in basic Bayes to be great. Has good interactive examples too.
 For applications to machine learning, I strongly recommend Elements of Statistical Learning. The text is eye-opening. A PDF is freely available on Rob Tibshirani's website: http://www-stat.stanford.edu/~tibs/ElemStatLearn/
 Used for engineering at leading university's: S. Ross, A first course in probability, 8th Edition, Pearson Prentice Hall 2010.Suggested by prof as being good for learning: Introduction to probability, D. P. Bertsekas and J. N. Tsitsiklis, Athena Scientific , 2002. ISBN 1-886529-40-X. This is an excellent book for further reading and understanding some of the material.
 I took 6.041, was pretty good.http://ocw.mit.edu/courses/electrical-engineering-and-comput...We followed a book by the same authors.
 Introduction to Probability with R: "Based on a popular course taught by the late Gian-Carlo Rota of MIT, with many new topics covered as well."
 A recent critical review of that book: http://radfordneal.wordpress.com/2011/06/18/two-textbooks-on...
 Thanks! I wouldn't qualify that as a proper review, altough it's hardly surprising that Radford Neal wouldn't spend more time on a book he clearly considers inadequate.
 You can download A Treatise on Probability by John Maynard Keynes from Guttenberg http://www.gutenberg.org/ebooks/32625Although I agree on the Laplace book mentioned already as well.
 I thoroughly enjoyed Kai Lai Chung's "Elementary Probability Theory With Stochastic Processes" when I was in college:
 I should have linked to the 4th and latest edition of the book:
 There are a lot of lectures on Khan academy. Once you're don't with those, you can also get the book 'A First Course in Probability' by Sheldon Ross.
 Apparently some brain-dead, angry HN 'administrator' has essentially banned posts ofNY_USA_Hackerat least to this thread.Posts made invisible to others includehttp://news.ycombinator.com/item?id=2733913http://news.ycombinator.com/item?id=2733801Sounds like some HN 'administrator' doesn't want to hear about good answers to the question of this thread, that is, the serious side of probability!Apparently they don't like Breiman at Berkeley, Cinlar at Princeton, Karr at UNC, Wierman at Hopkins, Dynkin at Cornell, McKean at Courant, Karatzas at Columbia, Shreve at CMU, etc. That's a lot of the cream of US applied math not to like! HN is sinking to a new low! We're talking brain-dead here, folks!What is here is an attack that is emotional and personal and not rational or objective.Paul: Chip in here and explain this 'hidden censorship' or face a big hole in the credibility and objectivity of HN.
 All of your posts since http://news.ycombinator.com/item?id=2698286 are dead actually. A mistake, I hope.
 Apparently now all posts by user NY_USA_Hacker are within a few hours automatically marked as "dead". Someone at HN really does NOT like NY_USA_Hacker!The shame is on HN and Paul. As the HN community figures this out, the 'community' of HN will fall. Paul is playing fast and loose with objectivity and open discussion.
 "The Black Swan" by Taleb is not strictly about probability, but it touches on it, among other topics.
 Fooled by randomness would be much better if you want to learn something about probability via a popular author like Taleb, IMO
 That book is also good; and the Black Swan grew out of a section within it.
 I would suggest A First Course in Probability, 8th Edition by Sheldon Ross