I appreciate your curiosity! The best introduction that I can recommend is this type-written PDF from E.T. Jaynes, called "probability theory with applications

I appreciate your curiosity! The best introduction that I can recommend is this type-written PDF from E.T. Jaynes, called "probability theory with applications in science and engineering": https://bayes.wustl.edu/etj/science.pdf.html https://bayes.wustl.edu/etj/science.pdf.html It requires a lot of attention to read and follow the math, but it's worthwhile. Jaynes is a pretty passionate writer, and in his writing he's clearly battling against some enemies (who might be ghosts), but on the other hand this also makes for more entertaining reading and I find that's usually a benefit when it comes to a textbook.