To your list, I'd like to add Jaynes's 'Probability Theory' A few chapters are freely available here: www-stat.wharton.upenn.edu/~steele/Publications/PDF/PT.pdf

To your list, I'd like to add Jaynes's 'Probability Theory' A few chapters are freely available here: www-stat.wharton.upenn.edu/~steele/Publications/PDF/PT.pdf (The publisher asked the book's editor to stop distributing the whole PDF.)