Summary and Info
I used this book in one of my advanced probability courses, and it helped me to improve my understanding of the theory behind probability. It definitely requires a background in probability and as the author says it's not a "cookbook", but a mathematics text.
The authors develop the theory based on Kolmogorov axioms which solidly founds probability upon measure theory. All the concepts, limit theorems and statistical tests are introduced with mathematical rigor. I'm giving this book 4 stars cause sometimes, the text gets extremely dense and technical. Some intuitive explanations would be helpful.
Though, this is the right book for the mathematicians, industrial engineers and computer scientists wishing to have a strong background in probability and statistics. But, beware: not suitable for the novice in undergrad.