A First Course in Probability

A First Course in Probability by Ross, Sheldon. hardcover edition. ISBN: 9780024038500.

First all, everyone wishing to learn probability comes from different background, math level, and motivation. There is no book that suits all. Recently I needed to know something about moment generating functions. With all my advanced engineering background though, I find it difficult to get into probability. So I bought the following supposedly introductory texts: Ross, DeGroot, Stirzaker, Bersekas & Tsitsiklis. To me, Ross seems like a review lesson to cram for finals; its choke full of examples but fairly spare in exposition. DeGroot is the opposite, long on descriptions but short on examples; by the time it finishes describing the problem, you have forgotten how to solve it. Probability is set up more as a prelude to statistics in the second half of the book. Stirzaker calls his book "elementary" the way Sherlock Holmes dismissed a case after slogging all night through the English bogs. It is more for the well-drilled boys from elite British "public" (private actually) schools. Bersekas comes closest to what I look for in a text, straightforward in prose with a judicious selection of examples to explain theory. For beginners, the best approach I found, in the end, was to go the local community college and buy the text used for Finite Math. Usually, there are 3 to 4 chapters that introduce probability. Such a text is aimed an audience from wider academic and language backgrounds, as community colleges are mandated to do.