Introduction to Probability, Statistics, and Random Processes

Excellent book on Probability.

I have seen several texts related to probability and random processes over the years, and so far this is my favorite. The exposition is very clear, and the author strikes a nice balance between theoretical derivations and helpful examples.I was a little concerned about the "Introduction to..." portion of the title, but I was pleasantly surprised that the text goes well beyond the basics.I think that this will be most useful to people studying advanced topics like machine learning or multitarget tracking because the text bridges the gap between introductory probability ideas and the more advanced materials you will see in textbooks or research papers focused specifically on machine learning or Kalman filtering.Over the years, I have relied on other texts like "Probability, Statistics, and Random Processes..." by Alberto Leon-Garcia and the "Random Signals..." text by K. Sam Shanmugan and Arthur M. Breipohl when I need to review intermediate to advanced probability concepts. While those books have their strengths, I think that this is my favorite due to its clarity and nice organization.

I originally wrote a very lengthy review but to stave boredom on a long trip I re-read this book in its entirety and felt this review needed an edit. Disclaimer: I already had a graduate background in probability before I first encountered this book.This is the best introductory non-measure-theoretic probability book available in the English language. I have read a lot of introductory probability books such Ross, Feller (the introductory chapters in vol 1), Papoulis, Bertsekas, Blitzstein, Tijms, and more. This book stands out as the only one I can recommend in good conscience to someone with a background in nothing more than multivariate calculus and basic linear algebra.It doesn't matter who you are; whether you are embarking on a probability course at university for the first time, getting into machine learning, grad student looking for a refresher after several years, teaching probability to newcomers, trying to understand options theory, whatever. Want to learn probability? This book is the place to start.My two, and only two, points of criticism are that introduction to probability by Ross explains combinatorics much better, largely because it contains an incredibly long list of combinatorics exercises. Second, that many important concepts are hidden in the exercises. Not necessarily a bad thing because I'd hope newcomers actually do the exercises, but I'd rather they were explained in the main text.In summary, this is THE book to learn probability from. It will create an excellent foundation for you to embark upon any manner of probability topics. I would give it 6 stars if I could. For anyone wondering what to read after this, If you want to go in a very applied route i recommend stochastic processes by Dubrow accompanied by probability for statistics and machine learning by DasGupta as a supplementary reference.

Absolutely love this book! No other book on the market contains such mathematical rigor and yet still explains the concepts in a way that can be so clearly understood. A certain amount of mathematical maturity is expected, but outside requirements are kept to a minimum. To get the utmost from the book (or any book on probability), it is probably best to have had at least one semester of calculus and one of linear algebra. A basic understanding of proof writing and reading, would also help. With those caveats, you could self teach probability to a very high and rigorous level with this book.

This textbook on probability is very simple and gradual. It starts with describing sets and slowly moves into probability. It assumes you know nothing about it from the beginning but appears to be thorough. The only problem is the binding which falls apart not much longer than when you crack open the book open. I got mine rebound through another vendor and it cost as much as the book itself but well worth it. I will probably reference this book for years.

I bought this book because the text used in my probability and statistics course didn’t explain the concepts very well. I found this book to be much better for me. There are a lot of practice problems and an available student solutions manual, which were very helpful for me.

I'm using this as a supplement to the main textbook that my university uses for their probability and stats course. Our main text takes a mouthful to explain a concept, whereas Pishro-Nik's explanations are clear, to the point, and just as detailed.For instance, when I was collecting all the discrete probability distributions in one notebook for reference, our main text did not have them clearly and concisely laid out. Pishro-Nik had them in one section, back-to-back, and each was formatted in a distinct box with their experimental conditions clearly spelled out. Remarkably easy to find.

Probability & statics are considered as difficult subjects to average student(which I was). In this book concepts are explained clearly with a lot of examples and diagrams. I am surprised in many other books there are no single state transition diagram in Markov chain section.