I've started studying statistical mechanics but I feel that I need to understand probability better. There are tons of books on probabilities out there, but some of them just talk too much, with tons of examples and do not go straight to the point. Others go too straight to the point and end up teaching measure theory on the second page.
In that case, what would be a good book on probability that goes straight into the point of what we need to do statistical mechanics? If there's one book on that line that is also rigorous it would be even better.