The most recommended probability books

Who picked these books? Meet our 24 experts.

24 authors created a book list connected to probability, and here are their favorite probability books.
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Book cover of An Introduction to Information Theory

James V. Stone Author Of Information Theory: A Tutorial Introduction

From my list on information theory.

Why am I passionate about this?

My primary interest is in brain function. Because the principal job of the brain is to process information, it is necessary to define exactly what information is. For that, there is no substitute for Claude Shannon’s theory of information. This theory is not only quite remarkable in its own right, but it is essential for telecoms, computers, machine learning (and understanding brain function). I have written ten "tutorial introduction" books, on topics which vary from quantum mechanics to AI. In a parallel universe, I am still an Associate Professor at the University of Sheffield, England.

James' book list on information theory

James V. Stone Why did James love this book?

This is a more comprehensive and mathematically rigorous book than Pierce’s book. For the novice, it should be read-only after first reading Pierce’s more informal text. Due to its vintage, the layout is fairly cramped, but the content is impeccable. At almost 500 pages, it covers a huge amount of material. This was my main reference book on information theory for many years, but it now sits alongside more recent texts, like MacKay’s book (see below). It is also published by Dover, so it is reasonably priced.

By Fazlollah M. Reza,

Why should I read it?

1 author picked An Introduction to Information Theory as one of their favorite books, and they share why you should read it.

What is this book about?

Written for an engineering audience, this book has a threefold purpose: (1) to present elements of modern probability theory — discrete, continuous, and stochastic; (2) to present elements of information theory with emphasis on its basic roots in probability theory; and (3) to present elements of coding theory.
The emphasis throughout the book is on such basic concepts as sets, the probability measure associated with sets, sample space, random variables, information measure, and capacity. These concepts proceed from set theory to probability theory and then to information and coding theories. No formal prerequisites are required other than the usual undergraduate…


Book cover of How to Lie with Statistics

Bastiaan C. van Fraassen Author Of Philosophy and Science of Risk: An Introduction

From my list on exploring the meaning of probability and risk.

Why am I passionate about this?

I’ve wanted to be a philosopher since I read Plato’s Phaedo when I was 17, a new immigrant in Canada. Since then, I’ve been fascinated with time, space, and quantum mechanics and involved in the great debates about their mysteries. I saw probability coming into play more and more in curious roles both in the sciences and in practical life. These five books led me on an exciting journey into the history of probability, the meaning of risk, and the use of probability to assess the possibility of harm. I was gripped, entertained, illuminated, and often amazed at what I was discovering. 

Bastiaan's book list on exploring the meaning of probability and risk

Bastiaan C. van Fraassen Why did Bastiaan love this book?

I am laughing out loud, even now that I am rereading this book for the umpteenth time. Fraudsters are so clever, and so is advertising. And then there is sloppy journalism with its “wow” statistics.

I like his book enormously, not least because of its witty illustrations. It is subversive, comic, and provocative, and it makes me wise to seductive, misleading practices–and it does so with a light touch.

By Darrell Huff, Irving Geis (illustrator),

Why should I read it?

3 authors picked How to Lie with Statistics as one of their favorite books, and they share why you should read it.

What is this book about?

From distorted graphs and biased samples to misleading averages, there are countless statistical dodges that lend cover to anyone with an ax to grind or a product to sell. With abundant examples and illustrations, Darrell Huff's lively and engaging primer clarifies the basic principles of statistics and explains how they're used to present information in honest and not-so-honest ways. Now even more indispensable in our data-driven world than it was when first published, How to Lie with Statistics is the book that generations of readers have relied on to keep from being fooled.


Book cover of Big Maze Book

Scott Bedford Author Of Mega-Maze Adventure!: A Journey Through the World's Longest Maze in a Book

From my list on maze books for children.

Why am I passionate about this?

I am an author, illustrator, and award-winning creative director. I have loved to draw and make things since a young age, mostly wacky contraptions (inspired by my love of the Hanna-Barbera Wacky Races cartoons). I’m also passionate about mazes, having spent many family holidays drawing mazes on a small whiteboard for my two boys to complete.

Scott's book list on maze books for children

Scott Bedford Why did Scott love this book?

You can always rely on a children’s book published by Usborne, the Big Maze Book by Kirsten Robson is no exception. It offers 50 different mazes to solve, each charmingly illustrated. The mazes themselves are nice and varied, incorporating different settings, different subject matter, and slightly different visual treatments, which all helps to keep solvers interested. As a whole, this book would probably appeal more to younger children who still enjoy picture books. That being said, the mazes do get progressively harder through the book, so there is something there for the slightly older ones too.

By Kirsten Robson,

Why should I read it?

1 author picked Big Maze Book as one of their favorite books, and they share why you should read it.

What is this book about?

Wind your way through over 50 mazes to find: lost friends, escape danger, discover and complete extra puzzles throughout this book.

Book Details: Format: Activity Book Publication Date: 1/1/2013 Pages: 96 Reading Level: Age 6 and Up


Book cover of The Primacy of Doubt: From Quantum Physics to Climate Change, How the Science of Uncertainty Can Help Us Understand Our Chaotic World

Brian Clegg Author Of Interstellar Tours: A Guide to the Universe from Your Starship Window

From Brian's 3 favorite reads in 2023.

Why am I passionate about this?

Author Science explainer Tudorbethan church musician fan

Brian's 3 favorite reads in 2023

Brian Clegg Why did Brian love this book?

Possibly the best popular science book I’ve ever read.

Palmer explores the nature of mathematically chaotic systems and shows how we can deal better with the uncertainty they embody.

Many real-world systems, from something as complex as the weather to something as simple as a jointed pendulum, are chaotic, meaning that they are hard to predict as very small changes in the way they are set up produce vast differences in outcome.

Palmer covers a whole series of different topics, in several cases giving the best explanation I’ve ever seen. It’s not that this is an easy read. I had to go back over a couple of sections to really take them in – but it was very rewarding.

By Tim Palmer,

Why should I read it?

1 author picked The Primacy of Doubt as one of their favorite books, and they share why you should read it.

What is this book about?

“Quite possibly the best popular science book I’ve ever read” (Popular Science) shows how the tools that enabled us to overcome the uncertainty of the weather will enable us to find new answers to modern science's most pressing questions

Why does your weather app say “There’s a 10% chance of rain” instead of “It will be sunny tomorrow”? In large part this is due to the insight of Tim Palmer, who made uncertainty essential to the study of weather and climate. Now he wants to apply it to how we study everything else.  

In The Primacy of Doubt, Palmer argues…


Book cover of Chances Are . . .: Adventures in Probability

Larry R. Frank Sr. Author Of Wealth Odyssey: The Essential Road Map for Your Financial Journey Where Is It You Are Really Trying to Go with Money?

From my list on issues that confuse many people about money.

Why am I passionate about this?

Wealth Odyssey is a summary work based on a 12-hour adult education course I taught for 10 years. It’s important to me to educate people through my 29 years in the profession (1994-2023), my focus has always been on helping people first understand that retirement means you’re wealthy enough not to work anymore – working is optional. You don’t need to be rich. Wealth is scalable for any income level and comes from foundation income and investments to supplement that foundation to support your desired lifestyle’s Standard of Individual Living (SOIL) for as long as you live. Your focus should be on your plan and apply a few concepts grounded in well researched evidence.

Larry's book list on issues that confuse many people about money

Larry R. Frank Sr. Why did Larry love this book?

When people think of financial planning, their first thought is investing. Their second thought is retirement.

Kaplans explain risk succinctly: “Everything is possible, yet only one thing happens.” People understand risk but don’t really understand how to apply it rationally to investing (market risks) or to retirement (longevity risk).

But first, having an understanding of what risk is and isn’t, and where it comes from is important before you can apply it to what fuels your plans – markets and longevity.

This book helped me formulate the basic planning concepts I use in my book since personal finance is all about taking risks – as are any other decisions and actions you take in life.

By Michael Kaplan, Ellen Kaplan,

Why should I read it?

1 author picked Chances Are . . . as one of their favorite books, and they share why you should read it.

What is this book about?

A compelling journey through history, mathematics, and philosophy, charting humanity’s struggle against randomness

Our lives are played out in the arena of chance. However little we recognize it in our day-to-day existence, we are always riding the odds, seeking out certainty but settling—reluctantly—for likelihood, building our beliefs on the shadowy props of probability. Chances Are is the story of man’s millennia-long search for the tools to manage the recurrent but unpredictable—to help us prevent, or at least mitigate, the seemingly random blows of disaster, disease, and injustice. In these pages, we meet the brilliant individuals who developed the first abstract…


Book cover of Games, Gods and Gambling

Bastiaan C. van Fraassen Author Of Philosophy and Science of Risk: An Introduction

From my list on exploring the meaning of probability and risk.

Why am I passionate about this?

I’ve wanted to be a philosopher since I read Plato’s Phaedo when I was 17, a new immigrant in Canada. Since then, I’ve been fascinated with time, space, and quantum mechanics and involved in the great debates about their mysteries. I saw probability coming into play more and more in curious roles both in the sciences and in practical life. These five books led me on an exciting journey into the history of probability, the meaning of risk, and the use of probability to assess the possibility of harm. I was gripped, entertained, illuminated, and often amazed at what I was discovering. 

Bastiaan's book list on exploring the meaning of probability and risk

Bastiaan C. van Fraassen Why did Bastiaan love this book?

I found a copy of this book in the sixties. That copy, much loved, was lost in moves and mayhem. Now, I only have a Dover reprint (water-logged during yet another move), but I have never been without and would search high and low if I were.

This is also a history of probability but with a very different focus. Ms. David was a statistician able to explain the calculations intuitively (good to assign to my students). But she was also thoroughly interested in the personalities involved. What was Galileo like? What happened to Pascal at Port-Royal?

I felt personally drawn into the historical narrative that often reads like a novel. 

By F. N. David,

Why should I read it?

1 author picked Games, Gods and Gambling as one of their favorite books, and they share why you should read it.

What is this book about?

The development of gambling techniques led to the beginning of modern statistics, and this absorbing history illustrates the science's rise with vignettes from the lives of Galileo, Fermat, Pascal, and others. Fascinating allusions to the classics, archaeology, biography, poetry, and fiction endow this volume with universal appeal. 1962 edition.


Book cover of The End of Average: Unlocking Our Potential by Embracing What Makes Us Different

Ruchira Chaudhary Author Of Coaching: The Secret Code to Uncommon Leadership

From my list on uncommon/exceptional leadership.

Why am I passionate about this?

I'm an executive coach, adjunct faculty at several top-tier business schools, and run a boutique firm consulting firm focused on organizational strategy solutions. My diverse and eclectic background in mergers & acquisitions, organization effectiveness, and strategy execution, coupled with two decades of experience in emerging markets in Asia, the Middle East, and North Africa, helps me grasp challenging people issues. I'm passionate about the topic of leaders as coaches having written several papers and columns. My research, and writing led Penguin to commission my book Coaching: The Secret Code to Uncommon Leadership that, released globally in late 2021 to much acclaim, is recommended by several academics as an essential read for aspiring and experienced managers. 

Ruchira's book list on uncommon/exceptional leadership

Ruchira Chaudhary Why did Ruchira love this book?

A few years ago at my son’s annual townhall in school, the principal outlined the school’s strategic game plan on a powerpoint presentation.

One of the slides that stayed with me projected a visual from the book The End of Average: How We Succeed in a World That Values Sameness.

I went back and read the book, only to realize that it resonated deeply with how we in the corporate world today (not just in schools at the elementary, middle, or senior levels) are quick to pronounce verdicts: below average, average, exceeds expectations.

The book poses some pertinent questions, and rightly so: Who came up with this principle of average? Why are we following it everywhere?

How often have we as managers just given up on people that we perceive are not ‘leadership’ material. Often these same average or poor performers can be great performers in different contexts.

Todd Rose…

By Todd Rose,

Why should I read it?

1 author picked The End of Average as one of their favorite books, and they share why you should read it.

What is this book about?

Are you above average? Is your child an A student? Is your employee an introvert or an extrovert? Every day we are measured against the yardstick of averages, judged according to how closely we come to it or how far we deviate from it.

The assumption that metrics comparing us to an average—like GPAs, personality test results, and performance review ratings—reveal something meaningful about our potential is so ingrained in our consciousness that we don’t even question it. That assumption, says Harvard’s Todd Rose, is spectacularly—and scientifically—wrong.

In The End of Average, Rose, a rising star in the new field…


Book cover of The End of Average: How We Succeed in a World That Values Sameness

Gil Winch PhD Author Of Winning with Underdogs: How Hiring the Least Likely Candidates Can Spark Creativity, Improve Service, and Boost Profits for Your Business

From my list on workplace social justice with true-life stories.

Why am I passionate about this?

Most of the one billion people with disabilities in the world are chronically unemployed. Years ago, I set out on a mission to research why that is, and to then attempt to prove that people with disabilities and others are not unemployed for lack of ability. I discovered that we all lack understanding regarding what they need in order to bring their considerable abilities to bare. Fifteen years ago, I founded CY, a for-profit company as a proving ground and showcase for the solutions I found. Over 1,500 employees, 5 weddings, and two court cases later – I have quite a story to tell.   

Gil's book list on workplace social justice with true-life stories

Gil Winch PhD Why did Gil love this book?

We are primed to measure things against the yardstick of averages, judged according to how closely we come to it or how far we deviate from it. It affects our own self-confidence, how we view and grade our performance and worth.

The assumption that metrics comparing us to an average--like GPAs, personality test results, and performance review ratings--reveal something meaningful about our potential is so ingrained in our consciousness that we don't even question it. That assumption is spectacularly—and scientifically—wrong. 

Together with great stories about the folly of averages (the one about pilot chairs really got me) and many research facts and stats it conveys a very important message about how we view the world.

By Todd Rose,

Why should I read it?

1 author picked The End of Average as one of their favorite books, and they share why you should read it.

What is this book about?

'Must the tyranny of the group rule us from cradle to grave? Absolutely not, says Todd Rose in a subversive and readable introduction to what has been called the new science of the individual ... Readers will be moved' Abigail Zuger, The New York Times

'Groundbreaking ... The man who can teach you how not to be average' Anna Hart, Daily Telegraph

'Fascinating, engaging, and practical. The End of Average will help everyone - and I mean everyone - live up to their potential' Amy Cuddy, author of Presence

'Lively and entertaining ... a cheering story of how the square…


Book cover of Radical Uncertainty: Decision-Making Beyond the Numbers

Jonquil Lowe Author Of Be Your Own Financial Adviser

From my list on insights for managing your money wisely.

Why am I passionate about this?

I’m an economist who started out in stockbroking. But that felt like an exploitative industry and, looking for a more positive role, I moved to the consumer organisation Which? There, I cut my teeth helping people make the most of their money and then started my own freelance business. Along the way, I’ve worked with many clients (including financial regulators and the Open University where I now also teach), taken some of the exams financial advisers do and written 30 or so books on personal finance. The constant in my work is trying to empower individuals in the face of markets and systems that are often skewed against them.

Jonquil's book list on insights for managing your money wisely

Jonquil Lowe Why did Jonquil love this book?

US economist Frank Knight is credited with distinguishing uncertainty from risk back in 1921. Yet the two are often conflated.

Kay (an eminent economist) and King (a former Governor of the Bank of England) argue powerfully that the distinction does matter. They range widely across macroeconomics, politics, and consumer choices to show why reducing the future to a set of numbers (probabilities) creates a false – and often disastrous – illusion of power over future outcomes.

They argue that instead we should aim to make decisions that stand a reasonable chance of being robust against unknowable, as well as forecastable, paths that the future might take. That’s very much the ethos of my own books: building in resilience is a key part of successful personal financial planning.

By John Kay, Mervyn King,

Why should I read it?

3 authors picked Radical Uncertainty as one of their favorite books, and they share why you should read it.

What is this book about?

Some uncertainties are resolvable. The insurance industry's actuarial tables and the gambler's roulette wheel both yield to the tools of probability theory. Most situations in life, however, involve a deeper kind of uncertainty, a radical uncertainty for which historical data provide no useful guidance to future outcomes. Radical uncertainty concerns events whose determinants are insufficiently understood for probabilities to be known or forecasting possible. Before President Barack Obama made the fateful decision to send in the Navy Seals, his advisers offered him wildly divergent estimates of the odds that Osama bin Laden would be in the Abbottabad compound. In 2000,…


Book cover of Mechanical Survival

Edgar Bradley Author Of Reliability Engineering: A Life Cycle Approach

From my list on inspiring a love for mechanical engineering.

Why am I passionate about this?

I don’t think I could have been anything else but an engineer. Following my father’s example, I have a love for moving metal things – both the physical/mathematical aspects and the practical aspects, that apprentices pick up. Engineering systems have personalities all their own – the noisy excitement of a racing motorcycle, the brooding, contented hum of a nuclear powerplant or the clanging and crashing of a steam locomotive in its overrun, literally with fire in its belly.

Edgar's book list on inspiring a love for mechanical engineering

Edgar Bradley Why did Edgar love this book?

This was the book that set me on the path to becoming a Reliability Engineering specialist. (Reliability Engineering being a subset of Mechanical Engineering). This book was my first exposure to reliability engineering lore, covering subjects such as the Weibull Distribution and the probabilistic approach to engineering reliability. To design and manufacture an engineering system is one thing – how to make it reliable enough to last for its projected lifetime is another. More emphasis is now being placed on these aspects of the engineering life cycle – the operation, maintenance, and divestment phases. This approach has sometimes delivered systems an order of magnitude more reliable than their 20th Century forebears.

By J.H. Bompas-Smith,

Why should I read it?

1 author picked Mechanical Survival as one of their favorite books, and they share why you should read it.

What is this book about?

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