Probability theory books for self-study Are there any good books that explain important concepts of probability theory like probability distribution functions and cumulative distribution functions? 
Please, avoid referring books like "Mathematical Statistics and Data Analysis" by John Rice which start with simple permutation concepts and then, suddenly (in 2nd chapter) take a leap assuming knowledge in real-analysis, multiple and surface integrals and begin describing CDFs and PDFs and illustrating them in 3-dimensional figures. One is left scratching head as to how everything is connected.
I am looking for self-study books and any book in the same category as "Calculus for the Practical Man" would be of great help.
 A: I recommend Head First Statistics. The 'Head First' Series is of superior didactic quality and fun to read. It has a lot of exercises, and was one of the few books were I liked doing the exercises.
http://www.amazon.com/Head-First-Statistics-Dawn-Griffiths/dp/0596527586
A: I was looking for the same a week ago. I found from another post on stackexchange about this book Intuitive biostatistics: A Nonmathematical Guide to Statistical Thinking by Harvey Motulsky. I think the second part of the title is pretty lame. But generally I have/had no problems in understanding the math, but found none of them explaining concepts clear enough for me. I just ordered this book based on the reviews, so I can't give an opinion about it myself yet. There were good reviews on amazon and on stackexchange (although many preferred the 1st edition to 2nd). If you're looking for something totally different, this might interest you.
A: Schaeffer's book from Duxbury press seems ok.  Sheldon Ross' books are always awesome.  Note, these are both books on Probability, not stats, which is what you asked.  
A: I'd strongly recommend Bulmer's Principles of Statistics as a leaping-off point.  It's a touch dated, but it's short, clear and available in a cheap Dover edition - around $10 from Amazon.  For a more modern and to the point statistical book I'd suggest Wasserman's "All of Statistics".  I got it a few months back and it's been a good survey of everything - I've not read the first few chapters in detail but it seems ok on a skim. I like some of the practical advice which would be useful in a self study context - e.g. "Unbiasdness used to receive much attention but these days is considered less important".
But this is assuming you want a practical statistics text which covers some probabilty rather than a probability theory text. For probability theory, I'd suggest reading a lot on measure theory and hit something on Lebegue integration first - but this doesn't sound like where you're at.  
A: https://www.crcpress.com/Introduction-to-Probability/Blitzstein-Hwang/p/book/9781466575578 - Introduction to Probability
I had no experience in probability before; this is a good book that explains the basic probability distributions with motivating context. Begins with discrete random variables and moves to continuous, which is good for the beginner. Builds your foundation up so you can tackle more advanced topics in the future.
A: Yes, I agree that the John Rice book is not good for self-study. It jumps around topics of varying difficulty, although it is obvious the author is a very experienced practitioner. For my level, it does more confusion than enlightenment.
I would highly recommend:

*

*Dimitri Bertsekas

*Sheldon Ross

*Ron C. Mittelhammer

*Richard Larsen

You can contact me if you want copies.
