From the reviews:

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION

"I like this book, and think that it would be fun to use it for its intended purpose…This book does a fine job for the stated purposes, and it can be highly recommended."

Short Book Reviews, Vol. 21, No. 2, August 2001

"The authors provide the shortest path through the twenty-eight chapter headings. The topis are treated in a mathematically and pedagogically digestible way. The writing is concise and crisp: the average chapter length is about eight pages. ... Numerous exercises add to the value of the text as a teaching tool. In conclusion, this is an excellent text for the intended audience."

From the reviews of the second edition:

"This introduction to probability theory can be used … for a one-semester course on probability theory … . It will also be useful for students and teachers in related areas such as finance theory (economics), electrical engineering, and operations research. The text covers the essentials in a directed and lean way with 28 short chapters. … The second edition contains some additions to the text and so the references and some parts are completely rewritten." (L’ Enseignement Mathematique, Vol. 50 (3-4), 2004)

"The first part of the book … provides a one-semester course on probability theory, including measure theory and Lebesgue integration, concentrating on those aspects which are especially germane to the study of probability theory. The second part … covers martingales, super- and submartingales, martingale convergence theorems, and the Radon-Nykodym Theorem, which might prove useful for students of economic and electrical engineering." (Zentralblatt für Didaktik der Mathematik, August, 2003)