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I want to read my first book in multivariate probability theory. It will be nice the book to have real world examples.

kjetil b halvorsen
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  • This is very broad. Can you tell us about your background? – kjetil b halvorsen Sep 17 '20 at 17:44
  • @kjetilbhalvorsen , I have a good knowledge about one variable probability theory. Also I studied multivariate probability theory when I was at university and I read two books about this subject, but I want to start it again from the beginning with a nice book with more examples and less calculus. – Kώστας Κούδας Sep 17 '20 at 20:17
  • Less calculus, then maybe with simulation/programming? Which language? R? – kjetil b halvorsen Sep 17 '20 at 20:49
  • @kjetilbhalvorsen , I mean with examples, not solutions, without calculus. Examples from physics, social sciences etc. Not only proofs and examples with cards, I 'm not addicted to gambling. – Kώστας Κούδας Sep 18 '20 at 05:09
  • See https://stats.stackexchange.com/questions/239431/book-recommendations-for-probability, https://stats.stackexchange.com/questions/239139/recommended-probability-book, https://stats.stackexchange.com/questions/70545/looking-for-a-good-and-complete-probability-and-statistics-book, do some of this help? – kjetil b halvorsen Sep 18 '20 at 19:52
  • Without some more details from you this is probably a duplicate. Can you tell if some of what I linked above suit you? There is a lot of open material to be found by googling, for example http://www.stats.ox.ac.uk/~winkel/ASim11.pdf – kjetil b halvorsen Sep 19 '20 at 14:38
  • @kjetilbhalvorsen , thanks for your answers. I want a book about multivariate probability theory. I think that links are about probability in general. – Kώστας Κούδας Sep 20 '20 at 15:27
  • That is still very wide! Stochastic processes? Simulation? Give some topics ... – kjetil b halvorsen Sep 20 '20 at 15:34

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