The Art of Probability: For Scientists and Engineers
Richard W. Hamming, Addison-Wesley Publishing Company, Inc., Redwood City, CA, 1991
This is a very good book. I have carefully read every sentence, of course, not including all the equations. The author provided a panoramic view of probability, from pure mathematics, from practical applications, and even from philosophy of mind. Generally, the contents are easy to follow, although the style of writing is somewhat tautological.
Once I believed that the measure theory is the substantial foundation of the probability theory, furthermore, I had the vision in mind that math is omnipotent to understand and model the nature. However, I gradually change my mind, and my favor for pure math is fading away. I am getting more and more “practical”, meanwhile, some long cherished ideals are not so charming any longer.
