> This is nice but I would have expected “probability at an advanced level” to mean the measure theoretic foundations of probability.

Fair point, though with no intention of being too literal, might this qualify as the difference between "Introduction to X" vs. "X"?

In case anyone else is interested: measure-theoretic probability theory "unifies the discrete and the continuous cases, and makes the difference a question of which measure is used. Furthermore, it covers distributions that are neither discrete nor continuous nor mixtures of the two." [0]

[0] https://en.wikipedia.org/wiki/Probability_theory#Measure-the...