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Reference [2] provides a colorful introduction to some of the earliest developments in probability theory. References [3,4], and [7] are all excellent introductory texts in modern probability theory. Reference [5] is the definitive work that established the axiomatic foundation of modern mathematical probability theory. Reference [6] is a nonmathematical introduction to probability theory and its applications, written by one of the greatest mathematicians of the eighteenth century.
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