I'm in a Master's program in Applied Statistics. I'm taking three courses, and have A's in two of them (Non-Parametric and Survey Sampling), so I'm not (completely) innumerate. The third, however, is probability theory, and it is destroying me. We are using the Rice book (Mathematical Statistics and Data Analysis), which I find to not be particularly helpful -- in particular there is a disconnect between the degree of difficulty of what is covered in the chapters and in the problems. I'm looking for a book that covers most of the same material at about the same level, but perhaps with more explanations and worked out examples. Any suggestions would be helpful.
I've looked at the other similar questions, but it seems that they are either looking for higher level books, or pure self-study.