Recommended Texts
G. R. Grimmett and D. R. Stirzaker, Probability and Random Processes (2nd Edition/3rd Edition).
[Very useful for probability material of the course].
W. Feller, An Introduction to Probability Theory and Its Applications. Vols 1 and 2. [A classical
reference text].
G. Casella and R.L. Berger, Statistical Inference. [A very useful text, which covers statistical ideas as
well as probability material].
There are many such introductory texts in the Mathematics library. Other books relating to specific
parts of the course will be recommended when relevant.
Also, there will be a course WWW page accessible from http://stats.ma.ic.ac.uk/ayoung. It will
contain links to course handouts, exercises and solutions.
Professor A. Young (room 529, email alastair.young@imperial.ac.uk)
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