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libcats.org
Probability and Statistics for Computer ScientistsMichael BaronThis book was perfect. I picked it up when I was working on my master's thesis - I kept running into probability and statistics terminology with which I was not familiar, so I knew I needed a refresher. Fortunately for me, this book turned out to be the perfect choice. It's written as a textbook, of course, but I found it extremely useful as a self-teaching tool as well as a handy reference.
The author doesn't hold back, though - you'll need to have a pretty good grasp of calculus to follow all of the text (although you could probably get something out of it without any exposure to calculus). He even makes use of what I consider fairly advanced calculus such as partial differentiation and integration by parts. Fortunately, there's an appendix that covers the relevant math background - for example, I had never been exposed to integration by parts, but I was able to figure it out from the explanation in the appendix. He also makes use of some linear algebra (matrix operations) in chapters 5 and 10, but again, the appendix covers the fundamentals of its use in the book. This is, of course, a math book, and I find the best indicator of the value of a math book to be in its exercises. Here, again, I found the exercises to be perfect for what I needed. They covered the material fully, ranged from simple "did you understand the text" to complex "prove such-and-such", but all of them could be solved based on the contents of the chapter in question. Also, the book has answers to selected exercises (a common omission in recent math books which infuriates me), although I would have appreciated a few more - only about a third of the exercises have answers for self-checking.
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