Theory of Probability
by Bruno de Finetti · first published 2017
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"Theory of Probability" by Bruno de Finetti is the best text on probability ever written.
on “Ask HN: What are your favorite statistics and probability textbooks?” ↗This was much more common in the first 2/3 of the 20th century than it is today. I can strongly recommend Theory of Probability (de Finetti, compiled 1970 based on work de Finetti did as early as 1930s) and Foundations of Statistics (Savage, 1972) – the latter leans a bit on the former but expands on it with useful perspectives.…
on “Probability (1963)” ↗…everything from as many angles as you can and hope that you will fill in the gaps by sheer luck. (That's a coupon collector's problem for you!) I recently re-read and took extensive notes on de Finetti's Theory of Probability which I always recommend. But don't stick to just that.
on “Math for kids outside of the Calculus Sequence” ↗…out to places where these fundamentals are used, to cement them: - Anything popular by Deming (e.g. The New Economics) - Anything less popular by Deming (e.g. Some Theory of Sampling) - Moneyball - Theory of Probability (de Finetti) - Causality (Pearl) - Applied Survival Analysis - Analysis of Extremal Events - Regression Modeling with Actuarial and Financial Applications The more theoretical and applied books are…
on “Uniqueness Bias: Why it matters, how to curb it” ↗…difficulty is finding ones that are both important and not too difficult or specialized; textbooks are usually a good starting point. I can recommend Feynman's lectures on physics and Bruno de Finetti's "Theory of Probability. A Critical Introductory Treatment".
on “Ask HN: Books with a high signal to noise ratio?” ↗For the hard way, look at Bruno de Finetti's Theory of Probability: https://onlinelibrary.wiley.com/doi/book/10.1002/97811192863... Jaynes is certainly very deep and some sections are harder than others. It's interesting regardless of your level (this is a book worth…
on “Interview on ”Bayesian Statistics the Fun Way”” ↗…information theory. These things have helped me understand probability and statistics a lot better. Some examples of books that have been useful include, - Understanding Uncertainty (Lindley 2009), - Theory of Probability (de Finetti 1975), - Foundations of Statistics (Savage 1953), - Computer Age Statistical Inference (Efron), - Causality (Pearl 2011), - Trustworthy Online Controlled Experiments (Kohavi et al.) However,…
on “Ask HN: Good books on game theory fundamentals?” ↗…established theories of probability that have nothing to do with ergodicity. See for example: Laplace - Théorie analytique des probabilités - 1812 Keynes - A Treatise on Probability - 1921 Jeffreys - Theory of Probability - 1939 Savage - The Foundations of Statistics - 1954 de Finetti - Teoria delle Probabilità - 1970
on “What is ergodicity? (2016)” ↗