Dr Harry Crane asked for recommendations for a "Probability Library".
These are some of the recommendations:
Harry Crane:
- Technical: An Introduction to Probability Theory and Its Applications, Vol. 1, 3rd Edition
- Classic: Foundations of the Theory of Probability: Second English Edition (Dover Books on Mathematics) by Kolmogorov
- Real World: Antifragile. NNTaleb recommended Statistical Consequences of Fat Tails (book in the works) instead over Antifragile.
- Application: Beyond Counting : Exploiting Casino Games from Blackjack to Video Poker by James Grosjean.
