An Introduction to Probability Theory and Its Applications, Volume 1

This is the book we called Feller Volume II in graduate school. We used it to sharpen our intuition about probability. Feller was a master at explaining difficult things in simple ways. This includes the waiting time paradox and Benford's laws. For structure and rigor we looked elsewhere, Chung and/or Neveu. But Feller's books brought a joy and love for the subject. No statistician or probabilist should be without a copy on his shelf! In spite of the fact that Feller produced one of the most general versions of the central limit theorem, there are no asymptotic theorems or proofs in this book.

I used volume I in my class in probability at CALTECH in 1980/81. While never sacrificing rigor, Prof. Feller had the rare gift of explaining difficult things is such away, that they would become not only mathematically clear, but also intuitively obvious. I consider this book one of the best math books available!

This book is one of the tomes of probability theory. The material covered is not for the faint of heart though. The text explains things as do most graduate level math texts, in proofs and theory.

This is a GREAT book. Unfortunately, I lost mine.I wanted to buy volume 1, third edition, to replace the lost book but I got volume 2, second edition. Because volume 1 is SO GREAT book, I decided to keep volume 2 as well. How can be sure I ordered the needed one?