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Probability and Statistics I

Year 1 · 7 sections · 77 concepts · 212 practice questions

What's covered

free1 · Counting and probability10 concepts
  • Overview 1 · The plan of this section
  • Definition 1.1 · Sample spaces and events
  • Definition 1.2 · The axioms of probability
  • Proposition 1.3 · Consequences of the axioms
  • Proposition 1.4 · Equally likely outcomes
  • Proposition 1.5 · The multiplication principle and permutations
  • Proposition 1.6 · Combinations
  • Technique 1.7 · Counting for probability
  • Theorem 1.8 · Inclusion–exclusion for probabilities
  • Check 1.9 · Check: counting problems
2 · Conditional probability12 concepts
  • Overview 2 · The plan of this section
  • Definition 2.1 · Conditional probability
  • Proposition 2.2 · Conditioning gives a probability
  • Proposition 2.3 · The multiplication rule
  • Theorem 2.4 · The law of total probability
  • Theorem 2.5 · Bayes' theorem
  • Example 2.6 · Medical tests and the base-rate fallacy
  • Definition 2.7 · Independence
  • Proposition 2.8 · Complements of independent events
  • Example 2.9 · The Monty Hall problem
  • Example 2.10 · Pairwise independent but not independent
  • Check 2.11 · Check: conditional probability problems
3 · Discrete random variables13 concepts
  • Overview 3 · The plan of this section
  • Definition 3.1 · Random variables and probability mass functions
  • Definition 3.2 · The distribution function
  • Definition 3.3 · Expectation
  • Theorem 3.4 · Linearity of expectation
  • Proposition 3.5 · Variance
  • Proposition 3.6 · Bernoulli and binomial distributions
  • Proposition 3.7 · The geometric distribution
  • Proposition 3.8 · The Poisson distribution
  • Theorem 3.9 · Poisson approximation to the binomial
  • Example 3.10 · The indicator method
  • Example 3.11 · The hypergeometric distribution
  • Check 3.12 · Check: choosing a discrete distribution
4 · Continuous random variables10 concepts
  • Overview 4 · The plan of this section
  • Definition 4.1 · Probability density functions
  • Proposition 4.2 · Density and distribution function
  • Definition 4.3 · Expectation and variance of continuous variables
  • Proposition 4.4 · The uniform distribution
  • Proposition 4.5 · The exponential distribution
  • Proposition 4.6 · The normal distribution
  • Proposition 4.7 · Standardising a normal variable
  • Technique 4.8 · Transformations of continuous random variables
  • Check 4.9 · Check: continuous distributions
5 · Joint distributions11 concepts
  • Overview 5 · The plan of this section
  • Definition 5.1 · Joint distributions and marginals
  • Definition 5.2 · Independent random variables
  • Proposition 5.3 · Expectations of products of independent variables
  • Definition 5.4 · Covariance and correlation
  • Proposition 5.5 · Variance of a sum
  • Proposition 5.6 · Correlation lies in [−1, 1]
  • Example 5.7 · Uncorrelated but dependent
  • Theorem 5.8 · Sums of independent random variables
  • Definition 5.9 · Conditional distributions and expectation
  • Check 5.10 · Check: working with several random variables
6 · Limit theorems9 concepts
  • Overview 6 · The plan of this section
  • Theorem 6.1 · Markov's inequality
  • Theorem 6.2 · Chebyshev's inequality
  • Theorem 6.3 · The weak law of large numbers
  • Theorem 6.4 · The central limit theorem
  • Technique 6.5 · Normal approximation to the binomial
  • Example 6.6 · The sampling distribution of the mean
  • Example 6.7 · Polls and the margin of error
  • Check 6.8 · Check: using the limit theorems
7 · Statistics12 concepts
  • Overview 7 · The plan of this section
  • Definition 7.1 · Samples and statistics
  • Definition 7.2 · Estimators, bias and mean squared error
  • Proposition 7.3 · The sample variance is unbiased
  • Definition 7.4 · Likelihood and maximum likelihood
  • Example 7.5 · Standard maximum likelihood estimates
  • Definition 7.6 · Confidence intervals
  • Proposition 7.7 · Unknown variance and the t distribution
  • Definition 7.8 · Hypothesis tests and p-values
  • Example 7.9 · The z-test for a mean
  • Remark 7.10 · What a p-value is not
  • Check 7.11 · Check: estimation and testing

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Proposition 1.3 · Consequences of the axioms

Complement: P(Ac)=1−P(A)\mathbb P(A^c) = 1 - \mathbb P(A) ("at least one" = 1−1 - "none"). Union: add, subtract the overlap. Monotone: bigger events are more likely.

Proof

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