Introduction to Probability, 2nd Edition
"...it "trains" the intuition to acquire probabilistic feeling. This book explains every single concept it enunciates. This is its main strength, deep explanation, and not just examples that "happen" to explain""Tsitsiklis and Bertsekas leave nothing to chance. The probability to misinterpret a concept or not understand it is just... zero.""Numerous examples, figures, and end-of-chapter problems strengthen the understanding. Also of invaluable help is the book's web site, where solutions to the problems can be found-as well as much more information pertaining to probability, and also more problem sets." --From the review in Analog Dialogue by Vladimir Botchev