# Textbook or Video Course in probability [duplicate]

I am an engineering student and I studied probability textbook by Sheldon Ross and Engineering Statistic by Montgomery. However, I need to know more about the mathematics of probability and statistics. More precisely, I am eager to know about measure theory, what is the relationship/differences between measure theory and probability, probability metrics like Wasserstein metric, etc. I would be thankful if you can recommend any textbook or video course which is better.