Katherine Jackson says immediately after Michael Jackson was pronounced dead, his daughter Paris was crying, saying, "I wanna go with you." -- this according to the official Probation Report obtained by TMZ.

In the report, Katherine lashes out at Murray for his documentary, in which he lays blame for MJ's death on the singer and not Murray himself.  The report says, "During filming, he repeatedly stated that he did nothing wrong.  Ms. Jackson feels this adds insult to injury, and shows that he is clearly not remorseful."

Katherine feels a 4-year sentence is "insufficient."

Katherine also says she was "deeply insulted" that on the anniversary of Michael's death, Murray arranged to be photographed at the cemetery.