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Probability

Five ranked references. Rank 1 is the default spine, not a requirement to read all five.

1 | Introduction to Probability

Joseph K. Blitzstein, Jessica Hwang | Primary spine | Undergraduate

Exceptional conceptual training in conditioning, counting, random variables, expectation, and probabilistic thinking.

Amazon search | Free legal online materials / edition

2 | Introduction to Probability

Dimitri P. Bertsekas, John N. Tsitsiklis | Engineering rigor | Undergraduate

Compact, precise, and especially good for conditional probability, random processes, and engineering applications.

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3 | A First Course in Probability

Sheldon Ross | Exercise bank | Undergraduate

Large, standard problem repertoire; useful for acquiring speed and fluency.

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4 | Probability and Random Processes

Geoffrey Grimmett, David Stirzaker | Depth | Upper undergraduate

Strong transition from elementary probability into stochastic processes and rigorous probabilistic modeling.

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5 | Introduction to Probability

Charles M. Grinstead, J. Laurie Snell | Open classic | Undergraduate

Classic free text with simulation-flavored intuition and many exercises.

Amazon search | Full open text

  • Introduction to Probability: Free legal online materials / edition: open
  • Introduction to Probability: Full open text: open