[derbOac]

Jaynes, Probability Theory: The Logic of Science (https://books.google.com/books/about/Probability_Theory.html...)

Grunwald, The Minimum Description Length Principle.

[LEDThereBeLight]

I second “Probability Theory.” This is simply the best book I’ve ever seen on probability and statistics. It’s the only book that made things actually make sense to me as a software developer.