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by HilbertSpace 5738 days ago
I don't think the course is worth the time for anyone. Yes, maybe a freshman could struggle through it, but freshman need to be in a hurry to get to the 'good stuff' and have better things to do.

Students, be warned: I know all the material there much deeper than there and have done applications to military and commercial problems and have published peer-reviewed work in applied math, mathematical statistics, and artificial intelligence, and I don't think that book is worth your time or effort -- you need better material.

The quality level is just too low:

A quality problem in the book is a lack of emphasis on proofs which are the main means we have to get new results we know are correct and know that long before some rack of computers has served one million unique users a day.

The math background in Knuth 'The Art of Computer Programming' is done with much higher quality.

Of course, measure theory, say, from Papa Rudin, is the way to do probability, but it is not done that way often enough in the US: Nearly the only people who take Papa Rudin are pure math grad students, and pure math in the US doesn't much like the applications to probability.

Still, it is quite possible to give a MUCH better treatment of probability with just calculus plus, say, a few theorems about calculus, e.g., about improper integrals and interchange of order of integration, usually not covered in undergrad calculus.

Yes, conditioning is a big deal, should be covered, and is touched on in the book. But more is needed in conditioning. Then the classic limit theorems should be covered -- at least the weak law of large numbers and the central limit theorem.

For computer science, it would be super nice to cover Poisson processes and the renewal theorem since operational networks and server farms are awash in these processes.

There are plenty of good books on probability without measure theory although I am not a fan of Feller I because it is too difficult to see the forest for the trees and too easy for an unguided tour to get lost.