Probability Theory
E. T. Jaynes
19 people recommended it in 9 threads, 2008–2023.
What people on Hacker News said
Jaynes’s book is probably most relevant to science students who are at least at the advanced undergraduate level.
I didn’t understand probability, until I read E T Jaynes Probability Theory: Logic of Science
It defines the base blocks of probability very, very slow. And never hand-waves anything.
I was doing a post-grad degree in biomedical engineering and that book set me on a path to become a statistician -- exclusively Bayesian at the start, but now well-versed in all sorts of approaches.
Probability by Jaynes & Elements of Information Theory by Cover.
For Bayesian approach, I'd suggest Probability Theory - The Logic of Science by E.T.Jaynes.
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