You should really read all of these.  There are monographs in 
basic math, probability, applied probability, and statistics.  
We will be adding more on Bayesian as we have time.

_Qualifier.Topics.EconShortList.txt
_Readme.00.txt

GentleMathStat.pdf
Lebesgue_Measure.Meisters.pdf
Math.Stat.Geyer.5101-5102.pdf
Measure.Theory.Greg.pdf
Measure.Theory.Miller.pdf
Measure.Theory.Tao.pdf
MLE.survey.Norden.Both.IMS.1972.pdf
mleLectures.Zivot.2009.pdf
Prob.ifloresc.pdf
Prob.Sowers.2012.pdf
Prob.Theory.Examples.Durrett.2010.pdf
Prob_Stat.Doksum.wisc.2008.pdf
Prob_Stat.Liam_Paninski.2010.pdf
probability_notes.Yakubovich.GoodStudent.pdf
Stat.geyer.asympotics.inference.pdf
Statistical_Theory.Olive.2012.pdf
Unconstrained_Optimization_refresher.pdf