Omid rated Analysis II: 5 stars
Analysis II by Terence Tao
This is part two of a two-volume book on real analysis and is intended for senior undergraduate students of mathematics …
Most probability books are either about mathematics of the subject, or about the philosophy. This book, however, covers a wide range of subjects, from history and philosophy, way up to the dilemmas and mathematics of the subject.
The author isn't afraid of expressing personal opinions, but covers all mentioned schools of thought fairly. Ideas are developed mostly from scratch, requiring almost no prior knowledge of the subject, but if you have studied the mathematics (or philosophy) of probability alone, the book has a lot to offer.
All in all, the book is fun to read: it includes challenging material in optional appendixes, but the main body of the text is easy to follow.
