(This question was posted more than two years ago on math.stackexchange.com and, although there were some worthwhile answers, none actually answered the question as phrased.)

Has anyone compiled a moderately comprehensive list on the web or elsewhere of textbooks on probability

  • For students who have not been introduced to the subject before

  • That introduce both discrete and continuous probability distributions and their cumulative distribution functions, and include things like the Poisson limit theorem, the central limit theorem (say the former with proof and the latter not necessarily), and

  • That perhaps cover the simplest stochastic processes like the Poisson process or infinite sequences of Bernoulli trials?

Experience using these texts and a short description of how it went would also be welcome.

  • $\begingroup$ Just to clarify, do you want all three of these properties within each recommended book? (as opposed to three lists of recommended texts) $\endgroup$ Commented Mar 25, 2014 at 18:23
  • $\begingroup$ I added the "probability" tag, and included a sentence at the end that will hopefully enrich the kinds of answers you get. $\endgroup$ Commented Mar 25, 2014 at 18:30
  • 1
    $\begingroup$ I had in mind all in each book. $\endgroup$ Commented Mar 25, 2014 at 19:29
  • 1
    $\begingroup$ Perhaps cargalmathbooks.com/#Probability will help a little. $\endgroup$
    – J W
    Commented Apr 8, 2014 at 19:49
  • $\begingroup$ @JW : Maybe you should make your comment a posted answer. $\endgroup$ Commented Apr 17, 2014 at 22:35

1 Answer 1


Perhaps: http://collegeopentextbooks.org/opentextbookcontent/open-textbooks-by-subject/statisticsandprobability

or as JW suggested: http://www.cargalmathbooks.com/#Probability

Beyond these list, I have not yet found one.


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