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I am taking a Computer Science class soon that requires a solid knowledge of the basics of probability. I've only had minimal exposure to probability in classes I've taken in the past, so I need to get up to speed quickly. Can anyone recommend some good self-study resources (e.g. books, online classes, web sites) that I could use to teach myself the fundamentals?

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This probably belongs on community wiki, but I don't seem to have enough points to move it there. –  MattK Jan 15 '11 at 21:11
    
You have to flag your question for moderator attention and ask one of them to make it community wiki. –  Mike Spivey Jan 15 '11 at 22:21
    
@Mike: Done. Thanks! –  MattK Jan 15 '11 at 22:22

8 Answers 8

up vote 7 down vote accepted
  • A First Course in Probability by Sheldon Ross
  • Schaum's Outline of Probability, Random Variables, and Random Processes
  • An Introduction to Probability Models by Sheldon Ross
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I've worked through "A First Course in Probability" by Sheldon Ross and it has served me well in my later math and physics classes. His example problems can get quite involved, but so are most good problems. I'd recommend it as well. –  Ralth Jan 15 '11 at 22:00
    
Great suggestions! Schaum's looks good for starters. I'll definitely look at Ross' books as my second step. Thanks! –  MattK Jan 15 '11 at 22:24
    
Go for A First Course in Probability, it's the best –  Belgi Jul 30 '12 at 15:28

Try Introduction to Probability by Charles Grinstead and Laurie Snell. The book is available for purchase and also online reading.

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Thanks! Perfect for iPad reading. –  MattK Jan 15 '11 at 22:25

Here you have great lectures from Ryan O'Donnell's course Probability and Computing. I found it due to What Lecture Notes Should Everyone Read? on TCS.

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Looks great as well, thank you! –  MattK Jan 15 '11 at 22:25

An excellent introductory probability book for self-study is Henk Tijms, Understanding Probability (Cambridge University Press, 2nd ed., 2007). It distinguishes itself from other introductory probability texts by its emphasis on how probability works and how to use it.

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the lecture notes link to Ryan O'Donnell's "Probability and Computing" notes seems to be dead. It will be of great help if someone in possession of the notes is willing to share it.

Also, check this video

Thanks.

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http://www.math.uiuc.edu/~r-ash/BPT.html

This is a great text available free online. The more advanced book he has written is considered a classic of measure theoretic probability. This book is more basic and very readable.

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Introduction to Probability by Bertsekas is a good undergrad textbook. (I prefer it to Ross.)

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A popular resource now is Joe Blitzstein's Stat 110 course in iTunes U (based on Harvard's probability course). Very nice video lectures and exams I took it fully (doing all problem sets, exams and etc.) and really learned a lot. Plus, you don't need to spend a cent.

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