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by secret 6109 days ago
I was going to post this as an "Ask HN", but since I see someone with the username bayes writing in a probability thread- I figure why not ask here (if its all a coincidence, sorry!)

Would you happen to have a recommendation for a good probability textbook for a first year grad student?

2 comments

I'm afraid my username doesn't reflect any deep knowledge of the field. I studied probability at an undergraduate level many years ago, and still use it in my hobby (writing 'bots' that run automated trading strategies on one of the sports betting exchanges here in the UK), but that's all. I'd go for an "Ask HN" thread if I were you.
Thanks anyway. I figured it was worth a shot.
I've asked this question before, and though I haven't gotten to the point where I could direct you to the best place to start, it would probably be in one of these books:

E.T. Jaynes, "Probability Theory: The Logic of Science"

Judea Pearl, "Probabilistic Reasoning in Intelligent Systems"

Bayesian Data Analysis, 2nd ed by Gelman et. al