Introduction to Probability, Joseph K. Blitzstein, Jessica Hwang, 2019 (CRC Press) - Covers fundamental concepts of conditional probability and independence with clear explanations and examples.
Pattern Recognition and Machine Learning, Christopher M. Bishop, 2006 (Springer) - Provides a comprehensive introduction to probability theory relevant for machine learning, including conditional probability and independence.
All of Statistics: A Concise Course in Statistical Inference, Larry Wasserman, 2004 (Springer) - Presents a concise yet rigorous treatment of probability and statistical inference, essential for understanding the statistical underpinnings of machine learning.