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Probability (Springer Texts in Statistics) [Hardcover]

Jim Pitman
3.4 out of 5 stars  See all reviews (30 customer reviews)

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Book Description

June 1, 1999 0387979743 978-0387979748
Preface to the Instructor This is a text for a one-quarter or one-semester course in probability, aimed at stu­ dents who have done a year of calculus. The book is organized so a student can learn the fundamental ideas of probability from the first three chapters without reliance on calculus. Later chapters develop these ideas further using calculus tools. The book contains more than the usual number of examples worked out in detail. It is not possible to go through all these examples in class. Rather, I suggest that you deal quickly with the main points of theory, then spend class time on problems from the exercises, or your own favorite problems. The most valuable thing for students to learn from a course like this is how to pick up a probability problem in a new setting and relate it to the standard body of theory. The more they see this happen in class, and the more they do it themselves in exercises, the better. The style of the text is deliberately informal. My experience is that students learn more from intuitive explanations, diagrams, and examples than they do from theo­ rems and proofs. So the emphasis is on problem solving rather than theory.

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Probability (Springer Texts in Statistics) + Introduction to Mathematical Statistics and Its Applications (5th Edition)
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Product Details

  • Series: Springer Texts in Statistics
  • Hardcover: 560 pages
  • Publisher: Springer (June 1, 1999)
  • Language: English
  • ISBN-10: 0387979743
  • ISBN-13: 978-0387979748
  • Product Dimensions: 1.4 x 8.3 x 9.3 inches
  • Shipping Weight: 2.8 pounds (View shipping rates and policies)
  • Average Customer Review: 3.4 out of 5 stars  See all reviews (30 customer reviews)
  • Amazon Best Sellers Rank: #195,558 in Books (See Top 100 in Books)

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Customer Reviews

Most Helpful Customer Reviews
20 of 21 people found the following review helpful
4.0 out of 5 stars Text may be for beginners; the problems aren't. January 15, 2010
I used this textbook in an undergraduate class, and went back to it to study for SOA/CAS Exam 1/P. The examples and explanations were run of the mill, but the problems... wow.

There was a wide range of problems, in scope and in level of difficulty. They ranged from medium to hard to impossible. Some of the more memorable ones were research-level problems that required you to do a little bit of independent research on the internet, and the hardest problems could easily take you all day to solve. The problems were easily the strongest part of the book and you will learn the necessary concepts by solving them - the examples and explanations are really just there as a guide. I can attest to this because I did them ALL, 709 of them in total - a feat that took me roughly two months and enabled me to pass Exam 1/P with flying colors.

Overall, I found the explanations and examples to be less than top-notch, but the problems will really test you. Just make sure to work in groups and ask for help, and stick to problems that are relevant to the course (or exam) - otherwise the book can chew you up and spit you out.

P.S. This text does not have a section on moment-generating functions, so you'll have to find another source for that topic. Wikipedia has a good article on the subject.
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33 of 38 people found the following review helpful
5.0 out of 5 stars Great for "applied" types like me September 20, 2003
I would guess all the intensely negative reviews are from "pure-math" types. But, if you need to understand how to apply probability to some real-world problem, this book is for you.
I have never encountered such an easy-to-read description of probability. Also, there are absolutely great, intuitive examples which are non-trivial and easily extended. I completely disagree that this book encourages memorization -- rather, there are many examples which give both an intuitive/thinking-about-it solution and a formulaic solution.
Also, there are easy-to-find "rules" for probablisitic-type functions and operations which are very clearly explained and accompanied with non-trivial examples.
The notation may be a little clunky, but it is very easy to find the definitions and the index is reasonably complete. Also, there are several valuable appendicies. Oh, and there are solutions to odd-numbered excercises and solutions to mock-exams. What's not to like?
I would recommend this book to those who need to know probability for their non-pure-math discipline (i.e. physics, engieering, life sciences, etc.) but can't afford to invest the time in a full course (although I'm sure a course which uses this book would be a great asset, as well).
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18 of 22 people found the following review helpful
5.0 out of 5 stars A perfect intro to probability December 3, 1999
This text presents the broad topic of probability in a clear-cut manner. The author provides as much theory as possible without the formal arguments needed for a graduate course. Instead, he uses logic developed throughout the course of the text to explain the theory in words. Also, his examples assist in completing the discussion on a topic. As both an undergraduate and statistics tutor at UC Berkeley, I believe that this text is superior to others when it comes to explaining probability to a beginner.
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9 of 11 people found the following review helpful
5.0 out of 5 stars Solid Introduction to Probability March 27, 2007
More than most introductory texts this one is self contained without being overly pedantic. I took Prof. Pitman's course with a preprint of this book and then bought the published version as a reference. There really are no better introductory texts (I've purchased many) for working with the material at this level. Accompany it with a good problems book (such as Gunnary Blom's "Snapshots") and follow it with Allan Gut's "Intermediate Course in Probability" and you're all set.
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3 of 3 people found the following review helpful
3.0 out of 5 stars Great Introduction to the Field, July 27, 2013
Let me start off by saying that I come from a strong math background, and this textbook was for a class that was a required course towards my Math major, as an alternative to a regular statistics course. Pitman's approach assumes only a small amount of familiarity with Calculus, and is very clear throughout on how to solve the problems, with a great deal of examples on all topics as well. The language used in the book is very friendly and clear, which was very helpful in understanding the motivation and the way of thinking about solving probability problems. He also provides a summary of topics and important results at the end of each section/chapter, as well as a summary of the important distributions at the end of the text, which was extremely helpful when studying for exams.

All that being said, the book does fall short on mathematical rigor, and as it is generally used as an upper level math text, the mathematical rigor is an important factor to many professors. Pitman touches on the language of set theory, but avoids any more formality than that in favor of conversational explanations. I also found the book somewhat unorganized - rather than transitioning cleanly from discrete to continuous distributions, the author jumps into the standard normal curve as an "estimation" before finishing his discussion of how distributions work into probability in general, and what results is a very scattered treatment of the key topic in the course. He also leaves out the topic of generating functions (which were key in my course) entirely, and gives very little emphasis on the Central Limit Theorem, which is probably the most important theorem in the topic.

In short, this text is generally great for people outside of Mathematics who need a relatively easy introduction to the subject, but falls somewhat short as an advanced math text.
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Most Recent Customer Reviews
3.0 out of 5 stars Not the best
I used this book for my probability course last semester and it was kind of a pain to use. The class itself was not great and this book only exacerbated the issues. Read more
Published 1 month ago by anna jiang
5.0 out of 5 stars Lots of real-world examples
I bought this book for self-study so I could understand some material in radar signal processing, compressed sensing and chaotic signal processing. Read more
Published 3 months ago by Elmer J. Phillippi
2.0 out of 5 stars Not the best introduction to higher level probability
Perhaps it is just a person style preference, but I didn't find this book particularly helpful for my upper division intro to probability class. Read more
Published 6 months ago by Kindle Customer
4.0 out of 5 stars good
It's a good book. It includes a lot of examples and has a summary at the end of every chapter.
Published 11 months ago by june
5.0 out of 5 stars Amazing book
An easy to read and comprehensive initiation to probability. A must for every student interested in the subject. I use it as a self-learning tool and it does the job. Read more
Published 14 months ago by Mathmonde
1.0 out of 5 stars Horribly Organized
If this book is require for a class, it's fine. Just be prepared to ask a lot of questions for when the book gets very ambiguous in its examples and glosses over difficult... Read more
Published 15 months ago by Econ Student
1.0 out of 5 stars only so many ways to say "awful"
I used this textbook for my first probability class 2 years ago. Since then, I've used a number of statistics textbooks, all of which included a more comprehensive version of just... Read more
Published 22 months ago by thisbooksucks
5.0 out of 5 stars Good For Non-Math Majors/Experts
I agree with the naysayers that this book does not give a thorough explanation in certain areas. However, for the average reader/student in engineering, life sciences, or... Read more
Published 23 months ago by ThereWasTwo
5.0 out of 5 stars Best introductory text by world-renowned professor
I took an introductory probability class that utilized this text. At first I didn't like the book. However, it has grown on me. Read more
Published on May 28, 2012 by Anthony
1.0 out of 5 stars Unhelpful
The explanations are dense, worked problems don't reflect concepts taught in book. It is completely unhelpful as an instruction material.
Published on December 7, 2011 by tinglesong
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