A Python Hacker wanting to know probability from the founder of modern probability should read Foundations of the Theory of Probability by Kolmogorov. It is a monograph written "to give an axiomatic foundation for the theory of probability". Kolmogorov acknowledges a debt of gratitude to the Beauvais-born Monsieur Henri Lesbegue, specifically to "Lebesgue's theories of measure and integration" (due to the connection between measure of a set, and probability of an event).
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