Textbook Recommendation: "𝑷𝒓𝒐𝒃𝒂𝒃𝒊𝒍𝒊𝒕𝒚 𝒂𝒏𝒅 𝑺𝒕𝒂𝒕𝒊𝒔𝒕𝒊𝒄𝒔 𝒇𝒐𝒓 𝑬𝒏𝒈𝒊𝒏𝒆𝒆𝒓𝒊𝒏𝒈 𝒂𝒏𝒅 𝒕𝒉𝒆 𝑺𝒄𝒊𝒆𝒏𝒄𝒆𝒔" by Jay Devore

A good first book to learn mathematical statistics and probability

If you want to learn mathematical statistics and probability in a foundational way, I recommend you to start with "Probability and Statistics for Engineering and the Sciences". It is written by Jay Devore, an Emeritus Professor at California Polytechnic State University-San Luis Obispo. To the best of my knowledge, the 9th edition is the latest edition of this book. Cengage Group is the publisher, and its website has more details.

This was my first textbook in statistics, and I found it to be very useful - even better than the textbooks in my later classes. It is clear, comprehensive, and full of examples to illustrate the fundamental concepts.

I hope that this book is useful to you. If you have used it to learn statistics, please share your feedback in the comments!