I have Ross a First Course on Probability and Bertsekas Introduction to probability book. However these two books do not exactly give me what I am looking for.
The problem is Bertsekas book is introductory while Ross book explains expression $E[\ E[X\mid Y] \ ]$ just by briefly saying it is a function of $y$ if I remeber correctly.
I need a probability book which will make me feel comfortable with the symbols and letters rather than ready made formulas. I want to be able grasp when a random variable is a constant or when it is not. I want to be able to read and understand equations involving both random variables and constants and when are interpreted as a rv. when they are not etc.