Elementary Probability

This is a solid elementary text aimed at the stronger math/science majors or someone with enough mathematical maturity. It provides clear exposition, and numerous fun and challenging examples; the Monty Hall problem is especially well presented. The worked examples alone are worth the price of the book. They are that good. For non-math majors, this text is probably too tough-going but then Stirzacker has a gentler intro book "Probability and Random Variables: A Beginner's Guide" for this audience. This is an ideal text to prepare you for "Probability and Random Processes" by Grimmett and the current author. Grimmett also has an elementary text "Probability: An Introduction (Oxford Science Publications)" but is much more concise (more like condensed lecture notes, about 200 pages and less than half as thick as Stirzacker).

This is a great book in that it has a lot of solved examples, plus many good exercises with answers. But it is very far from being elementary. Once you think you understand basic discrete math very well (by studying from different books), you can use this book as a challenge of your knowledge.

David Stirzaker has made another good contribution to a crowded market in introductory probability textbooks. He has already written a classic in introductory stochastic processes together with Geoffrey Grimmett, which has been a recommended textbook in many university courses on Markov processes for a number of years. It is personally a favourite of mine when I teach this type of course myself. In this 2003 volume, Stirzaker has turned his attention to more elementary topics, and given a lucid and rigorous account of basic probability, while giving an indication of more advanced topics. There is a wealth of material here, suitable for more than one semester's work. I have used it in class for its many attractive examples, and miniature case studies, which are sadly unusual in textbooks at this level. Indeed, the approach these groups of questions suggest has proved attractive for students, and worked well. I look forward to other authors attempting to emulate this feature. I note that some other reviewers are concerned about the level of difficulty of the text, and how this relates to courses in Statistics that they may have taken. However, such a textbook is best appreciated after an elementary and descriptive course in Statistics, and an introductory course in mathematical analysis. This is a reasonably common practice in Mathematics degrees in universities in the UK and Ireland, and makes the textbook particularly apt for use in those countries. I would heartily recommend this textbook to any mathematics undergraduate student studying probability for the first time.

The book is well organized...however it is written for mathematicians (sorry, engineers and other scientists!). In other words, the book is neither elementary (as the title suggests) nor application-oriented. All the necessary elements of the theory are here, if you know how to find them. Good and challenging exercises.

The book is organized so as to discuss probability, discrete random variables, and then continuous random variables carefully.The last chapter is on Markov chains, however the reader will recognize that random processes have been introduced in examples before. This book contains wonderful examples. The examples are marked by level of difficulty. Some examples appear under several topics, this higlights different aspects and gives a deeper understanding. This book is a pleasure to read. You won't regret reading this book carefully, but it cannot be used as a "reference book" for theorems. Instead it is more a reference book for examples, where different examples highlight several aspects of a topic, some of which you may not have thought of on your own. The author is very precise in the formulation of the problems and mathematics (unlike other authors). I particular like his discussion of the Monty Hall problem that has caused so much disagreements due to imprecise formulation in the press.Beware the word "elementary" in the title refers to probability topics. It has never been true that "elementary" means "easy!"