Need a Good Textbook on Probability. Please Help! Hello! I would be very grateful if someone could help me. I am at pains trying to find a book on probability which would be both rigorous and would begin from the very basics. It appears that mathematically acceptable books do not apply because they are written for "advanced students in probability", and this is not my case. The simple books do not apply because they confuse a sample and its member, and all of the sort. What did you personally read? What did help you?