Reddit reviews Probability Theory: A Concise Course (Dover Books on Mathematics)

Take a 'probability theory' class that covers or read something like this Dover book:

http://www.amazon.com/Probability-Theory-Concise-Course-Mathematics/dp/0486635449/

The statistics survey courses are generally horrible.

Disclaimer: I'm an engineer, not a mathematician, so take my advice with a grain of salt.

Early in my grad degree I wanted to master probability and improve my understanding of statistics. The books I used, and loved, are

DeGroot, Probability and Statistics

Rozanov, Probability Theory: A Concise Course

The first is organized very well, with ever increasing difficulty and a good number of solved problems. I also appreciate that as things start to get complicated, he also always bridges everything back to earlier concepts. The books also basically does everything Bayesian and Frequentist side by side, so you get a really good idea of the comparison and arbitraryness.

The second is a good cheap short book basically full of examples. It has just enough math flavor to be mathier, without proofing me to death.

Also, if you're really just jumping into the subject, I would recommend some pop culture math books too, e.g.,

Paulos, Innumeracy

Mlodinow, The Drunkards Walk

Have fun!

Razanov's Probability Theory was nice. It certainly won't cover everything you need to learn, but it requires the reader to put a great deal of effort into processing each proof, which helped me a lot with retention and application.

edit: Introductory Econometrics for Finance is great. I'd accidentally given you the wrong book earlier. Sorry!

edit #2: this is entirely unrelated but I'm reading it now and felt like sharing.

Hello! I'm interested in trying to cultivate a better understanding/interest/mastery of mathematics for myself. For some context:

 




To be frank, Math has always been my least favorite subject. I do love learning, and my primary interests are Animation, Literature, History, Philosophy, Politics, Ecology & Biology. (I'm a Digital Media Major with an Evolutionary Biology minor) Throughout highschool I started off in the "honors" section with Algebra I, Geometry, and Algebra II. (Although, it was a small school, most of the really "excelling" students either doubled up with Geometry early on or qualified to skip Algebra I, meaning that most of the students I was around - as per Honors English, Bio, etc - were taking Math courses a grade ahead of me, taking Algebra II while I took Geometry, Pre-Calc while I took Algebra II, and AP/BC Calc/Calc I while I took Pre-Calc)

By my senior year though, I took a level down, and took Pre-Calculus in the "advanced" level. Not the lowest, that would be "College Prep," (man, Honors, Advanced, and College Prep - those are some really condescending names lol - of course in Junior & Senior year the APs open up, so all the kids who were in Honors went on to APs, and Honors became a bit lower in standard from that point on) but since I had never been doing great in Math I decided to take it a bit easier as I focused on other things.

So my point is, throughout High School I never really grappled with Math outside of necessity for completing courses, I never did all that well (I mean, grade-wise I was fine, Cs, Bs and occasional As) and pretty much forgot much of it after I needed to.

Currently I'm a sophmore in University. For my first year I kinda skirted around taking Math, since I had never done that well & hadn't enjoyed it much, so I wound up taking Statistics second semester of freshman year. I did okay, I got a C+ which is one of my worse grades, but considering my skills in the subject was acceptable. My professor was well-meaning and helpful outside of classes, but she had a very thick accent & I was very distracted for much of that semester.

Now this semester I'm taking Applied Finite Mathematics, and am doing alright. Much of the content so far has been a retread, but that's fine for me since I forgot most of the stuff & the presentation is far better this time, it's sinking in quite a bit easier. So far we've been going over the basics of Set Theory, Probability, Permutations, and some other stuff - kinda slowly tbh.

 




Well that was quite a bit of a preamble, tl;dr I was never all that good at or interested in math. However, I want to foster a healthier engagement with mathematics and so far have found entrance points of interest in discussions on the history and philosophy of mathematics. I think I could come to a better understanding and maybe even appreciation for math if I studied it on my own in some fashion.

So I've been looking into it, and I see that Dover publishes quite a range of affordable, slightly old math textbooks. Now, considering my background, (I am probably quite rusty but somewhat secure in Elementary Algebra, and to be honest I would not trust anything I could vaguely remember from 2 years ago in "Advanced" Pre-Calculus) what would be a good book to try and read/practice with/work through to make math 1) more approachable to me, 2) get a better and more rewarding understanding by attacking the stuff on my own, and/or 3) broaden my knowledge and ability in various math subjects?

Here are some interesting ones I've found via cursory search, I've so far just been looking at Dover's selections but feel free to recommend other stuff, just keep in mind I'd have to keep a rather small budget, especially since this is really on the side (considering my course of study, I really won't have to take any more math courses):
Prelude to Mathematics
A Book of Set Theory - More relevant to my current course & have heard good things about it
Linear Algebra
Number Theory
A Book of Abstract Algebra
Basic Algebra I
Calculus: An Intuitive and Physical Approach
Probability Theory: A Concise Course
A Course on Group Theory
Elementary Functional Analysis