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I am learning Probability Theory: The Logic of Science, the most famous probability book.

But it seems this book doesn't provide any exercises, but I do need some to test myself to see whether I really understand or not.

So any suggestions?

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I'd suggest Ross' A First Course in Probabiliy. Or, for an online text with problem sets, this one. Of course, a Google search would reveal other sources for problem sets. –  David Mitra Dec 12 '12 at 13:29
    
the most famous probability book... Sorry to disappoint you but the crown (if any) might rather go to Feller's two volumes treatise. –  Did Dec 13 '12 at 7:13
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