There is the
Text Book
At the same website you can also download programs mentioned in the book in Matlab, Maple or Java applets.
MATLAB (a contraction of "matrix laboratory") is a computing environment and programming language developed by MathWorks. Dartmouth has a site license for MATLAB: you can download it (for free!) here.
Maple is a symbolic computing environment and programming language developed by Maplesoft. Dartmouth has a site license for Maple: you can download it (for free!) here.
A first course in probability by Sheldon Ross