Probability, Random Variables, and Stochastic Processes - Athanasios Papoulis
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Probability, Random Variables, and Stochastic Processes

Updated: 7 Sep 2020
The Third Edition emphasizes a concentrated revision of Parts II and III (leaving Part I virtually intact). The later sections will show greater elaboration of the basic concepts of stochastic processes, typical sequences of random variables, and a greater emphasis on realistic methods of spectral estimation and analysis. There are problems, exercises, and applications throughout. Aimed at senior/graduate students in electrical engineering, math, and physics departments.
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over 4 years ago
I always always recommend the book by Anastassios Papoulis. 1) Never start with stats, start with probability. 2) Never read a stat textbook not written by a probabilist.
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Writer, Journalist
10 followers
110 FLIISTs
4 years ago
When readers and students ask to me for a useable book for nonmathematicians to get into probability (or a probabilistic approach to statistics), before embarking into deeper problems, I suggest this book by the Late A. Papoulis. I even recommend it to mathematicians as their training often tends to make them spend too much time on limit theorems and very little on the actual “plumbing”.
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