I need a good rigorous book to learn probability theory. So far, I've been suggested
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Gnedenko’s Theory of Probability;
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Shiyayev’s Probability;
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Feller’s An Introduction to Probability Theory and Its Applications.
. Which one would you reccomend the most and why? Are there other books worth mentioning?
Best Answer
As an introductory course, you can look into "Probability and Statistics in Engineering", by Hines, Montgomery, Goldman and Borror. It covers basic probability axioms, discrete and continuous distributions, before introducing statistics and data description techniques.