Online versions of my books, their companion notebooks, and materials from my workshops. For my blog, newsletter, and everything else, see allendowney.com.
Materials from workshops I have given at PyData, PyCon, ODSC, and elsewhere. Each one has notebooks you can work through on your own. Workshops marked self-study are not offered live now, but the material is still useful.
Where to start: if you are new to probability, start with Bite Size Bayes. If you know Python and want the core ideas quickly, start with Bayesian Statistics Made Simple. Then move on to the PyMC workshops for real-world models. The book that goes with all of them is Think Bayes.
Each works on its own, and both are part of Elements of Data Science.