Real-World Probability Books: Popular Science

Silver, Nate. The Signal and the Noise: Why So Many Predictions Fail -- but Some Don't. Penguin Press, 2012.

See my amazon.com review.

Senn, Stephen. Dicing With Death. Chance, risk and health. Cambridge University Press, 2003.

Excellent! The focus is on statistics in medicine, but the book zigzags through recent issues (ethics and politics of clinical trials, lawyer's abuse of statistical evidence, vaccine scares), sometimes sophisticated analysis of particular data, combined with explanation and history of basic concepts, with half-page biographies of historical and modern statisticians going far beyond the usual suspects. Has the lively style of The Economist, addressing a mentally alert adult reader rather than a casual reader or bored student.

Bernstein, Peter L. Against the Gods: The Remarkable Story of Risk. Wiley, 1996.

Surprising but well-deserved best-seller. 19 shortish chapters, different themes in historical order. Lively writing, almost no mathematics but gives the sense that real data is behind the prose. The later chapters on investing and psychology are the most interesting to me: Chapter 16 (how information is presented affects people's decisions) and Chapter 17 (different perceptions of gains and losses).

Rosenthal, Jeffrey S. Struck by Lightning: the curious world of probabilities. Joseph Henry Press, 2006.

The only author amongst whole list who does research in mathematical probability. Half the book is a "Textbook Lite" exposition of the more interesting parts of a college course in probability and statistics: birthday problem and coincidences, law of large numbers, basic odds and strategy at roulette, poker, craps, utility functions, p-values in randomized controlled experiments, opinion polls and the normal curve, genetics, Monty Hall. The other half samples "Popular Science" topics (Monte Carlo experiments, epidemics, spam filters, chaos) without the usual historical tales. Provides a nice overview, in modern reader-friendly style, of how probabilists view the world. Unfortunately (to my taste) the logical points are mostly illustrated by hypothetical or fictional stories: to argue that probability is relevant to the real world, surely one should appeal to fact not fiction?

Holland, Bart K. What are the Chances? Voodoo deaths, office gossip and other adventures in probability. Johns Hopkins, 2002.

Ignore the misleading subtitle. This is a professor who knows his stuff and can write clearly. Emphasis on medicine-related topics. Tells a lot of interesting stories (forensic psychiatrist's predictions of recidivism; testing astrologers' predictions of personality; psychology of waiting in Disneyland lines or for airport luggage). But (to my taste) too little hard data to back up the stories.

Everitt, Brian S. Chance Rules: An informal guide to probability, risk and statistics. Springer; 2nd edition, 2008.

See my amazon.com review.

Kaplan, Michael and Kaplan, Ellen. Chances Are: Adventures in Probability. Viking, 2006.

Eleven themed chapters cover the usual historical figures (Pascal, de Moivre, Laplace, Bernoulli, Bayes, Galton, Fisher) seeking to relate their innovations to the existing world-view. Includes some eclectic history (fire insurance in seventeenth century London is related to Laplace's principles) and a little math (normal curve, Bayes formula). The "fighting" chapter has interesting historical content beyond the usual game theory setting, though it's not clear this extra material has much to do with probability. Comparatively flamboyant rhetoric is sometimes overwrought ([the weak law of large numbers] is a devourer of data: it must be fed to produce its certainties. Think how many poor scriveners, inspectors, census-takers, and graduate students have given the marrow of their lives to preparing consistent series of facts to serve this tyrannical theorem ...) and sometimes overreaching ( ... history's most dangerous men are those who believe they knew how the game ends, whether in earthly victory or paradise.) But in all, a good eclectic overview in a format between those of Bernstein and Peterson.

Peterson, Ivars. The Jungles of Randomness. Wiley, 1998.

Consists of 2-3 page sections on topics (e.g. Chutes and Ladders as a Markov chain; Ramsey theory; coupled oscillators; error-correcting codes; Brownian motion and Levy flights) in probability and related areas of mathematics. The individual sections are clearly and interestingly explained by science journalist author who understands the mathematics. But the book has an overall choppy feel, jumping from topic to topic without sustained logical thread.

Mlodinow, Leonard. The Drunkard's Walk: How Randomness Rules Our Lives. Pantheon, 2008.

Promising prologue "... when chance is involved, people's thought processes are often seriously flawed .... [this book] is about the principles that govern chance, the development of those ideas, and the way they play out in business, medicine, economics, sports, ..." but a disappointing book. The book consists of a range of topics already well covered in a dozen previous popular science style books: history of probability (Cardano, Pascal, Bernoulli, Laplace, de Moivre) and of demographic and economic data; statistical logic (Bayes rule and false positives/negatives; Galton and the regression fallacy, normal curve and measurement error, mistaking random variation as being caused); overstating predictability in business affairs (past success doesn't ensure future success) and perennials such as Monty Hall, the gambler's fallacy, and hot hands. These topics are presented in a way that's easy to read -- historical stories, anecdotes and experiments, with almost no mathematics. So it's a perfectly acceptable read if you haven't seen any of this material before before, but it doesn't bring any novel content or viewpoint to the table.

Ekeland, Ivar. The Broken Dice, and other mathematical tales of chance. University of Chicago Press, 1993.

As an aficionado of Norse sagas, I was intrigued to find that a mathematician wrote a book on probability framed by Saint Olaf's saga. Six essays on popular science topics, with clear explanations and interestingly non-standard historical and literary detours. But the choice of math topics (random number generators vs true randomness vs Kolmogorov complexity; random strategies in game theory; chaos, attractors, fractals and ergodicity; risk aversion and underestimation of rare serious events) seems in 2006 very unimaginative, and despite its colorful background the book brings no new insight or individualistic perspective to the science.

Tsonis, Anastasios A. Randomnicity: Rules and randomness in the realm of the infinite. Imperial College Press, 2008.

See my amazon.com review.

Bennett, Deborah J. Randomness. Harvard University Press, 1999.

Short book, mostly covering several of the usual topics but with some less common stories and a little math (e.g. the simplest random number generator).

Aczel, Amir D. Chance. A guide to gambling, love, the stock market, and just about everything else. Thunder's Mouth Press, 2004.

Yet another short book on the usual topics (gambler's ruin, coincidences, birthday problem, secretary problem). The writing style is clear but the content is completely derivative.

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