What is your favourite book on Probability?

Hi - this might be useful: https://hn.algolia.com/?q=probability+book

Many people who know way more math / probability than me have recommended this book a bunch of times: Probability Theory: The Logic of Science by E.T. Jaynes

Let me throw in: signal detection and estimation by Murat Barkat

I stumbled across it, love it, very hands down and clear with focus on practical engineering problems.

Favourites are the books by NN Taleb on the impact probability, or rather, seemingly improbable events have on various matters.