Probability theory books for self-study

Are there any good books that explain important concepts of probability theory like probability distribution functions and cumulative distribution functions?

Please, avoid referring books like “Mathematical Statistics and Data Analysis” by John Rice which start with simple permutation concepts and then, suddenly (in 2nd chapter) take a leap assuming knowledge in real-analysis, multiple and surface integrals and begin describing CDFs and PDFs and illustrating them in 3-dimensional figures. One is left scratching head as to how everything is connected.

I am looking for self-study books and any book in the same category as “Calculus for the Practical Man” would be of great help.


I recommend Head First Statistics. The ‘Head First’ Series is of superior didactic quality and fun to read. It has a lot of exercises, and was one of the few books were I liked doing the exercises.

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Roland Kofler

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