I'd never really appreciated rigorous probability before reading this book.
In the Preface, the author is quick to point out that probability is a subtle subject and honing one's intuition can be very important.
A more detailed alternative that may serve as an excellent companion to this book is Probability and Measure by Ash.
Imagine watching the movie Pulp Fiction for the first time but without any sound. By the end of the movie, you might think you know what went on and you might even be right; but... Read morePublished 14 months ago by esseyo
The book is very self-sufficient and the author goes right to the point. It may take a little getting used to the way it's written, but it is so nicely done that it makes sense... Read morePublished 15 months ago by Pedro
I read this book after I read Ash and Feller. This is the one I like the most because it goes straight to the point - no lengthy technical explanations. Read morePublished on January 5, 2012 by Pedro A. Ortega
I used this book as a companion through two courses, one in measure theory (including Lebesgue integration theory) and the second in advanced probability (ending just before... Read morePublished on April 6, 2010 by Abheek Saha
Williams is of course a distinguished probabilist but not a particularly good writer despite his sofistication. Read morePublished on April 15, 2009 by Diff D
A Pedagogical Masterpiece
I used this book for self-study after struggling with Billingsley and Chung for months. Read more
It starts with very basic concepts of probability theory and covers a lot of topics in a very brief and up to the poit way. It does not go through much details. Read morePublished on February 18, 2006 by fulcrum
As the previous reviewers mentioned, this book is a concise and clear introduction to measure based probability. In contrast to some other reviewers, I like it a lot. Read morePublished on September 1, 2004 by Machine Learning Researcher