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Matt_Simpson comments on The Best Textbooks on Every Subject - Less Wrong

167 Post author: lukeprog 16 January 2011 08:30AM

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Comment author: lukeprog 19 January 2011 08:26:31PM *  1 point [-]

I would like to request a book recommendation on probability theory.

Following the rules if possible.

Comment author: Matt_Simpson 21 January 2011 02:29:07PM *  1 point [-]

I was just about to ask the same question, specifically for a measure theoretic treatment of probability theory. I've only read/still am reading Measure Theory and Probability Theory by Athreya and Lahiri for the second of a two course sequence and am not too impressed. For one, there are many typos that decrease the readability unless you're already familiar with measure theory and functional analysis (I was not). I haven't read any other texts of this nature, so I can't make any comparisons.