Ask HN: What are your favorite statistics and probability textbooks?

I'd recommend almost anything by Andy Field. He has a clear cut approach with a bit of comic wit to make the reading more enjoyable for hobby reading. His book on SPSS was fantastic, but may be a bit too specialized for what you're looking for. Check out discovering statistics:

https://www.discoveringstatistics.com/

Feller Vol. 1 is considered the classic text for discrete probability: https://epubs.siam.org/doi/10.1137/1011021

Volume 2 is easily found as a pdf on google, but it's much harder.

If you're working through Spivek and Apostol, get Feller v1 and v2. Same level of rigor and emphasis on intuition. (If you're having fun after that, pick up Gallager's book on stochastic processes. Similar approaches, intuition, and focus on discrete probability to skip the metric theory complications of continuous dists.)

Another very good book is Bertsekas and Tsitsiklas, Introduction to Probability. This book will also give you some intuition.

I've heard Grimmitt recommended but I think B&T is better.

You could also start with Papoulis (a stochastic processes classic book, but it does the intro probability too.)

I think you will enjoy Efron & Hastie's Computer Age Statistical Inference: Algorithms, Evidence and Data Science.

https://web.stanford.edu/~hastie/CASI/

MIT 6.008 Introduction to Inference also goes over many of the classic problems such as Cookie Jar, Monte Hall, Fair Dice, One-Armed Bandits, etc. with tons of labs.

I find this stuff easier to grok by just writing code and running a simulation. To that end, I'd setup an Anacondas environment and start experimenting with PyMC3. As your intuition suggests, there's no downside to mastery of probabilistic programming. Best of luck!

https://docs.pymc.io/

All of Statistics by Larry Wasserman is the book I recommend for anyone who knows calculus and linear algebra and wants to learn statistics.