Probability Theory

Below is a list of reviews of books on probability theory.

Lectures on Probability Theory and Mathematical Statistics
Tobago, M. (3rd Ed. 2017). ISBN 9781981369195.
No prerequisites

Freely available here. It contains a fairly rigorous but accessible introduction to basic probability theory, common distributions, asymptotic theory, and fundamentals of statistics. It is fairly concise but offers section and chapter exercises. Works well as a supplement or first brush with the subject.