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Download An Introduction to Probability Theory and Its Applications by: William Feller

If you are looking for a book on probability to get quickly up-to-speed and get going (with the routine), this is probably not the book for you. If, on the other hand, you want to develop a deeper understanding of probability and how the theory evolved conceptually over the years, there is probably no better book around. This is among those rare books that change not merely what you know about the subject matter, but deeply affect how you think about it.

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