MATH 230: Probability

Individuals learn in different ways. There is a wealth of resources and references out there on probability.

I have listed some that I find useful below.

Reference textbooks (optional)

Different people may find alternative texts helpful.

In addition to our core text by Pitman, if you want more mathematically inclined texts, then some standard/good references are:

• Stirzaker, Elementary Probability

• Grimmett and Welsh, Probability: An Introduction

If you want books that are easier to read with more examples, intuition or pictures, then some good references are:

• Grinstead and Snell, Introduction to Probability. Freely available online here.

• Blitzstein and Hwang, Introduction to Probability. Online edition freely available here. Lots of examples, along with R code for simulations.

When I was an undergraduate student, I learned probability from the following classic text, which I find to be superbly clear.

• Ross, A First Course in Probability.

Problems:

If you personally enjoy problem solving, then the following resource is fantastic:

• Mosteller, Fifty Challenging Problems in Probability with Solutions.

Video Lectures:

If you learn better by watching/listening to lectures rather than reading, then there are some great resources below:

• Duke: Prof. Jonathan Mattingly has a set of video lectures for Duke Math 230 recorded. It is freely available on youtube in two parts. Part 1 corresponds to what we will cover in the first portion of the course, and Part 2 corresponds to the second half.

• MIT: Prof. Patrick Jaillet and Prof. John Tsikilis has a set of lectures freely available on youtube. Lectures. Recitations.

• Harvard: Joe Blitzstein (one of the authors of Blitzstein and Hwang) at Harvard has a set of video lectures freely available on youtube here.