Introduction to Probability

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.


The odds are you'll love this book   November 16, 2003
24 out of 24 found this review helpful

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.


Great Intro to Probability   March 17, 2006
J. Hova (Boulder, CO USA)
25 out of 25 found this review helpful

I am a university student taking a probability course and found this book to be invaluable.

The book actually assigned to our class was Sheldon Ross' A First Course in Probability. I found Ross' book unreadable so I began looking for another text in order to help myself pass the class.

After reading numerous reviews I decided on an Introduction to Probability. The book is well written and easy to understand. The main points are highlighted and made extremely obvious. In addition they are backed by step by step easy to understand examples. Another feature I found very helpful was the use of graphical examples to reinforce the points being made.

In short I would recommend this book highly to anyone looking for an introduction to probability.

Update: I finished my probability course in May with an A. I completely stopped using Ross' book around the time of this review. This book was by far the most useful tool I had. I strongly back my original recommendation. I will be graduating this fall, and this book has turned out to be one of the best mathematic books I have encountered thus far.

I say this for the following reasons. First, the layout of the book, and the order it presented material is very intuitive and helpful. Second is how well the book reads. My experience with quite a few mathematics books has been the following. The math books are written by mathematicians. While being a mathematician may qualify you to teach a subject, it does not generally translate into an ability to put your ideas into written form. The result is a book that is not read by the students, but instead only consulted when all other methods of information retrieval fail. Introduction to Probability does not share this fate. The writing style of the book is very straight forward and easy to understand. While this may sound redundant, I personally think this is one of the best reasons to buy this book.


Easy to understand   January 6, 2006
Dharmesh Mahay
10 out of 11 found this review helpful

I remember referring this book for my Undergraduate class in probability and it explained difficult concepts in the most simplest way by using good visuals (diagrams, graphs etc). Therefore, it's a very good book for anyone starting out new since probability concepts can be hard to grasp initially. Highly recommend for students interested in stochastic processes and probability.


Excellent guide   March 9, 2006
Durga P. Pandey (Boston, MA USA)
9 out of 10 found this review helpful

This is an excellent introductory guide to anyone interested in probability. The book is written with a general audience, but there are some examples that are specific to information and communication theory. I'm especially fond of the challenging problems at the end of the book. The language is lucid, and the concepts are explained in a very clear and logical fashion.