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Hubbard & Hubbard, which I referred to in my previous comment, discusses the basics of probability up to the Central Limit Theorem and a bit of Monte Carlo methods. Probability and statistics are really broad. What areas are you interested in?

If you are trying to do inference on large datasets, I think Andrew Gelman's books are superb and will teach you invaluable skills using multi-level Stan models, i.e. generative models and Bayesian inference.

If you want to study basic probability theory and stochastic processes, I really like Elementary Probability Theory by Chung. His more advanced book is really famous, but has a measure-theoretic approach and that's not very practical unless you are interested in developing theories a bit further.

Taleb is really fond of Probability, Random Variables and Stochastic Processes by Papoulis. But I find the typesetting in later editions to be really disorganized and confusing. Take a look. It's a good alternative to the first Chung book.



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