In 7 months I will have to take a "Probability" qualification exam similar to the ones shown here:
Could somebody please recommend the best textbook(s) + specific chapters that would cover all this material?
I would prefer advice from professors of mathematics or at least graduate students of mathematics.
I am extremely surprised that those are kinds of questions that appear on PhD qualification exams. The difficulty level seems to be no harder than first or second year undergrad probability courses.
"Mathematical Statistics with Applications" by Schaeffer et al. Any book in the Duxbury series is good as an introductory textbook for probability and statistics.