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.
- Chapter overview
- Set operations for events ~10 min
- The product rule and the sum rule ~10 min
- Permutations and combinations ~12 min
- Binomial coefficients and Pascal's triangle ~10 min
- Sigma notation and finite sums ~9 min
- Geometric series ~10 min
- Definite and improper integrals ~11 min
- Limits at infinity ~9 min
- Chapter wrap-up
1 Probability as a measure π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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 π
Create a free account to open this chapter.
- 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