The standard reference for almost any topic in statistics is the multi-volume Advanced Theory of Statistics by Kendall and Stuart.
Many statistical concepts can be more easily understood by a Bayesian approach. The following book by Gelman, Carlin, Stern and Rubin gives a comprehensive coverage of the subject.
For physicists the Particle Data Group provides useful reviews of Probability and Statistics in the “Mathematical Tools” section of its Annual Review of Particle Physics.
The Review of Particle Physics is available online at the website http://pdg.lbl.gov/.