Introduction to Probability for Data Science is a free-to-download book by Purdue statistics professor Stanley H. Chan:

We need a book that balances the theory and practice. We need a book that provides insights and not just theorems and proofs. We need a book that motivates the students, telling them why probability is so essential to their work. We need a book that highlights the impacts of the subject. From over than half a decade of teaching the course, I have distilled what I believe to be the core of probabilistic methods. I put the book in the context of data science, to emphasize the inseparability between data (computing) and probability (theory) in our time.