I recommend the probability chapters of 'Information Theory, Inference, and Learning Algorithms' [1]. I think this book is good because it starts off with balls

I recommend the probability chapters of 'Information Theory, Inference, and Learning Algorithms' [1]. I think this book is good because it starts off with balls in hats and goes on all the way to a Bayesian simulation of a Neuron and other subjects relevant for machine learning. It's available for free online, although most people I know end up buying the book[2]. [1] http://www.inference.org.uk/itila/ http://www.inference.org.uk/itila/ [2] http://www.inference.org.uk/itprnn/book.pdf http://www.inference.org.uk/itprnn/book.pdf