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Probability

Random variables, distributions, and the language of uncertainty -- built on counting and calculus, in service of the statistics and machine-learning courses ahead.

Free to read now, no account needed: Readiness: what probability leans on. Create a free account to open the other chapters, take the quizzes and keep your progress.

1 Probability as a measure πŸ”’

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  • From counting to a measure ~10 min
  • The three axioms ~11 min
  • Monotonicity and the complement rule ~10 min
  • Probability of a union, two events ~10 min
  • Inclusion-exclusion, three events ~10 min
  • De Morgan's laws for events ~9 min
  • Equally likely outcomes, revisited ~9 min
  • Empirical versus theoretical probability ~9 min
  • The law of large numbers: a first look ~9 min
  • Common probability fallacies ~10 min

2 Counting for probability πŸ”’

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  • Review β€” the product and sum rules ~8 min
  • Review β€” permutations and combinations ~8 min
  • Permutations with repeated objects ~9 min
  • Circular permutations ~8 min
  • Multinomial coefficients ~9 min
  • Counting with restrictions ~9 min
  • Complementary counting ~8 min
  • Stars and bars ~9 min
  • Choosing a counting method ~10 min

3 Conditional probability and independence πŸ”’

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  • Conditioning as a restricted sample space ~11 min
  • The multiplication rule ~10 min
  • The law of total probability ~11 min
  • Tree diagrams for sequential experiments ~10 min
  • Bayes' theorem ~12 min
  • Prior, likelihood, and posterior ~9 min
  • Bayes in odds form ~10 min
  • Base rates and the prosecutor's fallacy ~10 min
  • Independent events ~10 min
  • Pairwise versus mutual independence ~10 min

4 Discrete random variables πŸ”’

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  • What a random variable is ~10 min
  • Discrete versus continuous: a first look ~8 min
  • The probability mass function ~9 min
  • What makes a pmf valid ~8 min
  • Computing event probabilities from a pmf ~9 min
  • The cumulative distribution function ~9 min
  • Properties of a discrete CDF ~8 min
  • Reading a CDF graph ~8 min
  • Indicator random variables ~8 min

5 Expectation and variance πŸ”’

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  • Expected value from a pmf ~9 min
  • Expected value: the long-run average interpretation ~8 min
  • Expected value of a function of X (LOTUS) ~9 min
  • Linearity of expectation ~8 min
  • The indicator trick ~9 min
  • Variance, defined ~9 min
  • The computational formula for variance ~8 min
  • Standard deviation and units ~8 min
  • Variance under scaling ~8 min
  • Sums of independent variables ~9 min
  • Games of chance and expected winnings ~9 min

6 The named discrete distributions πŸ”’

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  • The Bernoulli distribution ~8 min
  • The binomial distribution ~9 min
  • The geometric distribution ~8 min
  • The memoryless property, discretely ~7 min
  • The negative binomial distribution ~8 min
  • The hypergeometric distribution ~9 min
  • The Poisson distribution ~9 min
  • Poisson as a limit of binomial ~8 min
  • The discrete uniform distribution ~7 min
  • Choosing a discrete model ~9 min

7 Continuous random variables πŸ”’

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  • From mass to density ~8 min
  • Why P(X=x)=0 ~7 min
  • The probability density function ~8 min
  • What makes a pdf valid ~7 min
  • Probability as area ~8 min
  • The continuous CDF ~8 min
  • The derivative/integral relationship ~7 min
  • Quantiles and the median ~8 min
  • Expectation for a continuous variable ~8 min

8 The named continuous distributions πŸ”’

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  • The continuous uniform distribution ~7 min
  • The exponential distribution ~8 min
  • Memorylessness, continuously ~7 min
  • The normal distribution ~8 min
  • The standard normal distribution ~7 min
  • Z-scores and standardization ~8 min
  • The empirical rule ~7 min
  • Normal approximation to the binomial ~8 min
  • The continuity correction ~8 min
  • Choosing a continuous model ~8 min

9 Joint distributions πŸ”’

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  • Two random variables at once ~7 min
  • Joint probability mass functions ~8 min
  • Joint probability density functions ~8 min
  • Marginal distributions ~8 min
  • Conditional distributions ~8 min
  • Conditional expectation ~8 min
  • Independence of random variables ~8 min
  • Covariance ~8 min
  • Correlation ~8 min
  • Correlation versus causation ~7 min

10 Transformations of random variables πŸ”’

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  • Functions of a random variable ~7 min
  • Linear transformations, Y=aX+b ~7 min
  • Mean under a linear transformation ~7 min
  • Variance under a linear transformation ~7 min
  • Standardization, revisited ~7 min
  • The CDF method for a transformed variable ~8 min
  • Sums of independent random variables ~8 min

11 Limit theorems πŸ”’

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  • The sample average as a random variable ~8 min
  • Chebyshev's inequality ~8 min
  • The weak law of large numbers ~8 min
  • Why probability doesn't "balance out" immediately ~7 min
  • The gambler's fallacy ~7 min
  • Standard error ~7 min
  • The central limit theorem ~9 min
  • Conditions and failures of the CLT ~8 min
  • Using the CLT to approximate a probability ~8 min

12 Sampling and the bridge to statistics πŸ”’

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  • Population versus sample ~7 min
  • Sampling with replacement ~7 min
  • Sampling without replacement ~7 min
  • The finite population correction ~8 min
  • The sampling distribution of a proportion ~8 min
  • The sampling distribution of a mean ~7 min
  • The sampling distribution of a variance, previewed ~6 min
  • Where probability ends and statistics begins ~7 min

13 Probability in the wild πŸ”’

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  • The Monty Hall problem ~7 min
  • The birthday problem ~7 min
  • Gambler's ruin ~8 min
  • Random walks ~7 min
  • Reliability of series and parallel systems ~8 min
  • Queues, a first look ~7 min
  • Naive Bayes spam filtering ~7 min
  • A/B testing and risk ~7 min
  • Monte Carlo simulation as a method ~8 min