A Concrete Introduction to Probability (2018)
I got reasonably far in stats -- up to a single grad level course.My biggest problem with the teaching of math (and I can weigh in on this a bit because I spent over a decade as a private tutor of math) is that math is often not introduced in a concrete manner, as well as in a way such that its utility is obvious.  These are two sides of the same coin.You can see this problem in most Wikipedia math pages.  I took more math than most physics majors and I find quite a lot of what I stumble across either baffling or of unknown utility.  Set theory is a great instance of this.  I rarely see multiple examples listed as it is explained, nor does anyone bother to tell me what it is for, other than to do more set theory.Stats at least has the benefit of having to stick closer to applicability, I think.