What's your background? How much and how recently have you done math? Do you do much computational work? Answering these questions will be useful for helping find target resources.
For probability, I really like Morin's book [2]. It starts really basic (like, super basic), but builds up a coherent understanding of lots of useful distributions, where their density functions come from.
[1] https://press.princeton.edu/books/paperback/9780691130880/th...