Problems in Probability Theory, Mathematical Statistics and Theory of Random Functions

Rating:
Summary: Challenging probability and statistics problems
Review: Instructors and students alike will find here a real treasure of exercises in probability and statistics. A broad range of topics is covered. Solutions for typical examples are provided at the start of each section. Apart from the more than 1000 problems (the answers and solutions to all of which are provided at the back), the book contains problems both simple and challenging. I personally found some of the latter most fascinating.

Rating:
Summary: A most useful compilation
Review: Instructors and students alike will find here a real treasure of exercises in probability and statistics. A broad range of topics is covered. Solutions for typical examples are provided at the start of each section. Apart from the more than 1000 problems (the answers and solutions to all of which are provided at the back), the book contains problems both simple and challenging. I personally found some of the latter most fascinating.

Rating:
Summary: Challenging probability and statistics problems
Review: Sveshnikov gives a very brief introduction to each topic, with definitions and formulae presented without proofs, followed by a couple of worked examples, and a couple pages of problems. Answers to all problems are in the back, making it ideal for self-study.
If you have not studied any statistics before, you might want to start with a book that gives more explanation, such as Bulmer, "Principles of Statistics."
This book makes use of calculus in many sections. For interesting probability problems with less advanced math, you might try Mosteller, "Fifty Challenging Problems in Probability."
If you take the time to work through a number of problems from each chapter, you can learn how to apply probability and statistics to a wide variety of problems. The equations I derived for the thesis I'm working on are the topic of chapter 6!