An Introduction to Probability Theory and Its Applications, Vol. 1 (v. 1)
William Feller
If you could only ever buy one book on probability, this would be the one!
Feller's elegant and lateral approach to the essential elements of probability theory and their application to many diverse and apparently unrelated contexts is head-noddingly inspiring.
Working your way through all the exercises in the book would be an excellent retirment diversion sure to stave off the onset of dementia.
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