
初等概率论
Elementary probability
David Stirzaker · 初版 1994 年
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这本久负盛名的教材现已推出全面修订与更新的第二版,深入浅出地介绍了 probability 理论。全书叙述生动有趣而不失严谨性;以该学科所要求的清晰度涵盖了诸多重要概念。涉及的主题包括 conditional probability、independence、discrete and continuous random variables、basic combinatorics、generating functions 和 limit theorems,以及 Markov chains 导论。该教材通俗易懂,适合本科生阅读,并提供了大量的例题和习……
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Stirzaker 写的《初等概率论》(Elementary Probability)是我最喜欢的入门书。
Elementary Probability by Stirzaker is my favorite intro.
书已经不在手头了,但我记得钟开莱在《初等概率论与随机过程》(Elementary Probability with Stochastic Processes)里提到过,J.M. 凯恩斯也表达过类似的观点——如果轮盘连续开出了十次红色,那你应该怀疑这轮盘有问题(有偏向),下一把就接着押红。
Don't have the book any more, but I believe Kai Lai Chung says in "Elementary Probability with Stochastic Processes" that J.M. Keynes made a similar point - if the roulette wheel is red ten times, then you should suspect that there is a bias, and bet on red for the next.