Suggest some "unconventional" books on probability & statistics

Question

stackexchange, please suggest me some books on probability & statistics that are unconventional in their approach to these subjects.

I think it is better to describe what i mean by "unconventionality" by example.

Some of this kind of books are

1. "Probability Theory: The Logic of Science" by E. T. Jaynes. The famous book where the author uses Cox's theorems for the laws of probability and interprets probability as an extension of logic.
2. "Probability and Finance: It's Only a Game!" by Shafer and Vovk. In this book the authors derive the laws of probability from game theory.
3. "Probability via Expectation" by Peter Whittle. The author develops the theory of probability from axioms on the expectation functional rather than on probability measure.
4. "Radically Elementary Probability Theory" by Edward Nelson. The author uses non-standard analysis in his treatment of probability.

Answer 1

How to Gamble If You Must, Lester E. Dubins & Leonard J. Savage

This classic of advanced statistics is geared toward graduate-level readers and uses the concepts of gambling to develop important ideas in probability theory.