Introduction to probability Joseph K. Blitzstein PDF
Developed from famous Harvard statistics lectures, Introduction to Probability provides the necessary language and tools to understand statistics, randomness, and uncertainty. The book covers a wide variety of uses and examples, from coincidences and paradoxes to Google PageRank and the Markov Monte Carlo (MCMC) chain. Additional application areas explored include genetics, medicine, computer science, and information theory.
The authors present the material in an accessible style and motivate concepts with examples from the real world. They use history all the time to uncover the connections between fundamental distributions in statistics and conditioning, to reduce complicated problems to pieces that are manageable.
This book is excellent. It's the textbook for my graduate course in Probability and Statistics. It's one of the best college-level textbooks I've seen in any field of study.
This book and Blitzstein's online lectures were a godsend. The probability course I took was a waste of time in comparison.
I'm a working data scientist but wanted to brush up on "classic" probability problems that I basically never get to deal with at work. This book offers such clear explanations and so many problems (many with solutions that can be found online) that it is a pleasure to study. Can't recommend enough!