A mini-course covering mathematical probability
This is an overview of mathematical probability
- You should visit the sections below in order starting with Section 1.
- Each section below has several videos explaining the listed concepts, and then exercises with videos.
View Section 1: Probabilistic Models and Probability Laws
View Section 2: Conditional Probability, Bayes’ Rule, and Independence
View Section 3: Discrete Random Variable, Probability Mass Function, and Cumulative Distribution Function
View Section 4: Expectation, Variance, and Continuous Random Variables
View Section 5: Discrete Distributions
View Section 6: Continuous Distribution
View Section 7: Joint Distribution Functions, Marginal Probability Mass Functions, and Uniform Distribution
Section 8: Independence of Two Random Variables, Covariance, and Correlation
Section 9: Conditional Distribution and Conditional Expectation
Section 10: Moment Generating Function
Section 11: Markov’s Inequality, Chebyshev’s Inequality, and Weak Law of Large Numbers
Section 12: Convergence and the Central Limit Theorem