Probability Theory: The Logic of Science

by E.T. Jaynes

Online PDF: http://www.med.mcgill.ca/epidemiology/hanley/bios601/GaussianModel/JaynesProbabilityTheory.pdf

Video lectures: https://www.youtube.com/playlist?list=PL9v9IXDsJkktefQzX39wC2YG07vw7DsQ_