I'm currently self studying (non-rigorous) mathematics, I've already finished a few books on topics such as calculus, linear algebra and differential equations, now I'm trying to go through a book on probability, but I'm having quite some trouble going through it.
As I read each chapter, I can understand the basic concepts, can follow through the reasoning in each example and proof, but when I get to the exercise sections, I'm completely clueless about how to apply what I've learned to solve the problems.
Of all books I've read so far, probability books are the only ones that go right to word problems where you need to apply what you've learned, whereas other books had many computational exercises and only latter on they moved to applications. So I end up with those conceptual tools, but I can't cast the problem in their terms.
I've tried a few books on probability, and I'm having this same trouble with all of them. I'm currently in chapter 7 ("Joint Distributions") of Blitzstein and Hwang's "Introduction to Probability", great book, but I still have the same problem.