One thousand exercises in probability

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1. dagwOct 2018
   Not a web site, but the book One Thousand Exercises in Probability by Grimmet and Stirzaker is just what it sounds like. 1000 practice problems with solutions. It's a companion book to their text book Probability and Random Processes which I think is one of the better introductory textbooks to probability theory
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2. dagwJan 2017
   On the probability front I recommend:

   - Probability and Random Processes by Grimmett

   - Probability with Martingales by David Williams

   Grimmett is probably a better bet to start with since it doesn't expect quite as much prior math knowledge and covers a lot more topics. The Williams book is shorter, denser and doesn't cover much in the way of applications, but gives a really good theoretical underpinning of how probability theorists think about probability (ie in terms of Lebesgue measures and Sigma algebras).

   edit: There is also a companion book to Probability and Random Processes called One Thousand Exercises in Probability which contains an interesting selections of problems and solutions that will let you apply the theories taught in the main book.

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3. todd8Mar 2016
   Drake's Fundamentals of Applied Probability Theory does emphasize the tree enumeration of possibilities in it's presentation of probability. It's an excellent introductory text. I remember remarking to a fellow student that the book was so good you didn't need to go to lecture. His reply was that Professor Drake's lectures were so good you didn't need to read the book.

   However, in probability thing can quickly get complicated and, for me at least, intuition can't always be trusted. (I probably needed to go to the lectures and read the book.) For examples see either Schwarz's 40 Puzzles and Problems in Probability and Mathematical Statistics or Grimmett and Stirzaker's larger One Thousand Exercises in Probability.

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