Existem alguns muito bons:
Probability and Statistics by Example: Basic Probability and Statistics - Yuri Suhov e Mark Kelbert
Probability and Statistics by Example: Markov Chains: A Primer in Random Processes and their Applications - Yuri Suhov e Mark Kelbert
Counterexamples in Probability - Jordan M. Stoyanov
Counterexamples in Probability And Statistics - Joseph P. Romano e A.F. Siegel