An Introduction to Probability Theory and Its Applications, Vol. 1, 3rd Edition 3rd Edition

by William Feller (Author)

19 customer reviews

ISBN-13: 978-0471257080

ISBN-10: 0471257087

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Major changes in this edition include the substitution of probabilistic arguments for combinatorial artifices, and the addition of new sections on branching processes, Markov chains, and the De Moivre-Laplace theorem.

An Introduction to Probability Theory and Its Applications, Vol. 1, 3rd Edition

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Product Details

Hardcover: 509 pages
Publisher: Wiley; 3rd edition (1968)
Language: English
ISBN-10: 0471257087
ISBN-13: 978-0471257080
Product Dimensions: 6.3 x 1.1 x 9.2 inches
Shipping Weight: 1.7 pounds (View shipping rates and policies)
Average Customer Review: 4.7 out of 5 stars See all reviews (19 customer reviews)
Amazon Best Sellers Rank: #464,327 in Books (See Top 100 in Books)
- #1014 in Books > Textbooks > Science & Mathematics > Mathematics > Statistics
- #1490 in Books > Science & Math > Mathematics > Applied > Probability & Statistics

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Top Customer Reviews

The grandaddy of all probability books

ByJohn M. Morrisonon December 29, 1997

Format: Hardcover

I first encountered this book in the summer after my Junior year at Indiana University. It is a two-volume work. The first volume introduces probability from the discrete viewpoint. This volume is filled with interesting applications of the theory and has hundreds of doable, informative and fun problems. Having taught several post-calculus probability courses, I often found myself looking to Feller's volumes for ideas and examples. It is a good introduction for a sophisticated undergraduate to discrete probability. The second volume looks at the measure-theoretic side of the subject. Were I to only own one reference on probability, it would be Feller's book. Feller was a significant player in the probability field in his lifetime and he is also an excellent expositor.

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Felled by Feller?

ByPeter Haggstromon June 6, 2006

Format: Hardcover

I came across Vol 1 as a maths student in the 1970s. Indeed, the book was suggested to me by a quantum physicist recommended for the Nobel Prize in 1965 (John Ward, now deceased)- Feynman, Schwinger and Tomonaga shared the prize.

This is a difficult book and was not widely used even in the 70s as a textbook. I can recall the word "idiosyncratic" being used by someone to describe the book. The problem is that the book seeks to address deep issues and that requires hard work. It is not the sort of book a struggling student will find helpful. As one matures as a mathematician one can appreciate the incredible depth of the material. As a practical example - about 30 years after I first touched this book a Head of Quant approached me in relation to a paper by Marsaglia on distributions of ratios of normal variates. The verification of Marsgalia's derivation (which is non-trivial) is to be found as a series of 3 problems in Vol 1.

With the development of stochastic calculus in the finance world Feller can look a bit outdated but if you can understand the core material you are doing well. Stochastic calculus would be a push over.

Vols 1 and 2 present a treasure trove for those who want to delve into the area. I still use Feller's coin tossing example from Vol 1 to demonstrate to those in the finance world that their understanding of the "law of averages" is imperfect.

The funny thing is that Vol 2 (which I could never afford as a student) is so hard to get. I think that was because Vol 2 was regarded as even more obscure than Vol 1. I got a copy from Amazon second hand and it is now united with its twin in my study.

Peter Haggstrom

BONDI BEACH AUSTRALIA

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A Reference in Probability Theory

BySteve Uhligon April 29, 2001

Format: Hardcover

Although people often recommend K.L. Chung at our math department as an introduction to probability theory, i think that Feller is just another view of the problem. If you prefer a concise writing style then Chung is better. On the other hand, Feller's books are full of examples so that you cannot go through this book without having an accurate picture of the historical developments of probability theory and its many applications (even if sometimes applications are driving the need for theory...). This is anyway something you must have read if you want to get an intuitive understanding of probability theory.
Whatever your preferred writing style is, Feller is probably a "must-read" if you're involved on probability theory, just because of its importance in the literature, not because you like it. Maths are not just about formalism, they're also a matter of culture.

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Classic intuition book

ByAmazon Customeron January 29, 2000

Format: Hardcover

There are two ways people think about probability. The first is that probablity is a mere branch of measure theory. The second is that it is a discipline in its own right. Measure theory is only used as a mathematical tool to prove results.
This book's philosophy falls into the second category. William Feller has never thought of it, at least not that I know, as a branch of measure theory. People who have completed both of the volumes may have known this.
I'm not saying which one is more appropriate. But I know that this book is currently the best of all the books that are based on the second thought... When I need intuitive ideas, I often call for it. I believe you'll find it useful too, no matter who you are...

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Build intuitions and understanding

ByC1on February 16, 2013

Format: HardcoverVerified Purchase

This book is a true classic on probability using frequentist approach. It's full of wisdom! Unlike contemporary books that give quick formulas, this classic is dense and presents a slower learning experience. Its emphasis is on deep understanding and analysis instead of merely performing calculations. There are lots of interesting examples that help build up the reader's intuitions that can last. For example, its explanations on Poisson distribution is one of the best I've come across. It should be every scientist's reference book.

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the benchmark

ByChuckon November 26, 2006

Format: Hardcover

If you could only ever buy one book on probability, this would be the one!

Feller's elegant and lateral approach to the essential elements of probability theory and their application to many diverse and apparently unrelated contexts is head-noddingly inspiring.

Working your way through all the exercises in the book would be an excellent retirment diversion sure to stave off the onset of dementia.

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Possibly the best classic intuition book on probability

ByCarles Von December 6, 2011

Format: HardcoverVerified Purchase

If you want to get an intuitive understanding of probability theory, with a lot of examples and applications, this is the book you must purchase.

It is a pleasure to read a book from one of the masters of probability. You can feel, page after page, how the author goes on and on, introducing ideas and concepts in such an intuitive way, that you want to keep on reading.

The chapter dedicated to random walks is particularly illuminating.

The more you read, the more you get into the incredible depth of the text.

Volume I is dedicated to the discrete probability and Volume II to the continuous (measure-theoretic) probability.

If you are interested in the subject, you must have both volumes. Every time you pick up one of them, you will discover a hidden treasure not unveiled in previous readings.

0Comment 9 people found this helpful. Was this review helpful to you?YesNo

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Most Recent Customer Reviews

Excellent Probability Book But Not An Introduction

The title could be almost comical calling this an introduction. Just a quick flip through of the book will show how advanced it is with some extremely complex mathematics.Read more

Published 1 month ago by William P Ross

Heavy hauling

Heavy reading. I am a psychologist who teaches statistics and not a mathematician so this is a difficult read for me. Comprehensive!

Published 7 months ago by Electric Eclectic

Five Stars

Very good

Published 11 months ago by Leo

Errata

I would like to buy this book and I have looked at the first pages. I have found a mistake in the middle of page 10:
When we put r=4 balls in 3 cells, the sample space...

Published on May 12, 2014 by Krief

This is a great book

Just great book on probability. The exposition is excellent. I just start reading. The review on subjects I already knew are well for us who teach probability in high school.

Published on December 22, 2013 by julio a nunez pagan

lucid and interesting

I am getting ready to teach an introduction to statistics class for non-math majors and I needed to find some material to help frame my probability lectures.Read more

Published on December 14, 2013 by I Teach Typing

Excellent Book on Probability

This is thus far the best book on probability theory i've ever read. Its accessible, detailed, and has enough examples to make sure you can wrap your head around each topic...Read more

Published on June 29, 2013 by Bleep Bloop

a classical text

The author is famed for his intuition about probability.
He gets to the gist of the idea without alot of math.Read more

Published on April 8, 2013 by R. J. V. Jackson

An Introduction to Probability Theory and Its Applications. Vol. 1, 2nd ed. by William Feller

It is a great classic. Old but still one of the best textbooks. Everyone interested in probability should have it on the bookshelf.

Published on February 5, 2010 by J. Englander

Non-Fiction

A really, reall dull mathematics text.

An important book, but this one you will not be pleased with having to read, or at least I never came across anyone that was,...Read more

Published on April 7, 2008 by average

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