I've got a Bachelors and two Masters degrees in CS/Math, but yet I feel Probability and Statistics is my greatest weakness. I just cannot grok it / build an intuition for it, and believe me, I've tried. My biggest gripe with Prob/Stats textbooks is that it's very hard to explain things without needing to rely on measure theory.

Maybe probability and statistics are a skill issue on my behalf, but what I absolutely loathe is the absolute lack of standardisation when it comes to notation in measure theory. Every textbook does it differently. All of them assume that their notation is the one everyone uses. Nobody bothers to explain _what_ the notation means. If you ask me, every bit of new notation should be introduced with a sentence or two on "how to read this symbol in your head" - especially when there are indices, subscripts and superscripts involved. It's especially terrible for measure theory because there's so much "implicit" information you're supposed to gather from the context - but in a way I understand it, because if every bit of notation of absolute and complete, I imagine it would be quite hard to type up.

Anyways, my rant on measure theory notation aside - I would absolutely read yet another Prob/Stats textbook. But unfortunately I will also drop it really quickly if the author doesn't show me any "notation-sympathy" :)