Probability

Probability – L01.1 Overview

Probability – L01.2 Sample Space

Probability – L01.3 Sample Space Examples

Probability – L01.4 Probability Axioms

Probability – L01.5 Simple Properties of Probabilities

Probability – L01.6 More Properties of Probabilities

Probability – L01.7 A Discrete Example

Probability – L01.8 A Continuous Example

Probability – L01.9 Countable Additivity

Probability – L01.10 Interpretations & Uses of Probabilities

Probability – L02.1 Lecture Overview

Probability – L02.2 Conditional Probabilities

Probability – L02.3 A Die Roll Example

Probability – L02.4 Conditional Probabilities Obey the Same Axioms

Probability – L02.5 A Radar Example and Three Basic Tools

Probability – L02.6 The Multiplication Rule

Probability – L02.7 Total Probability Theorem

Probability – L02.8 Bayes’ Rule

Probability – L03.1  Lecture Overview

Probability – L03.2 A Coin Tossing Example

Probability – L03.3 Independence of Two Events

Probability – L03.4 Independence of Event Complements

Probability – L03.5 Conditional Independence

Probability – L03.6 Independence Versus Conditional Independence

Probability – L03.7 Independence of a Collection of Events

Probability – L03.8 Independence Versus Pairwise Independence

Probability – L03.9 Reliability

Probability – L03.10 The King’s Sibling

Probability – L04.1 Counting Lecture Overview

Probability – L04.2 The Counting Principle

Probability – L04.3 Die Roll Example

Probability – L04.4 Combinations

Probability – L04.5 Binomial Probabilities

Probability – L04.6 A Coin Tossing Example

Probability – L04.7 Partitions

Probability – L04.8 Each Person Gets An Ace

Probability – L04.9 Multinomial Probabilities

Probability – L05.1 Random Variable Overview

Probability – L05.2 Definition of Random Variables

Probability – L05.3 Probability Mass Functions

Probability – L05.4 Bernoulli & Indicator Random Variables

Probability – L05.5 Uniform Random Variables

Probability – L05.6 Binomial Random Variables

Probability – L05.7 Geometric Random Variables

Probability – L05.8 Expectation

Probability – L05.9 Elementary Properties of Expectation

Probability – L05.10 The Expected Value Rule

Probability – L05.11 Linearity of Expectations

Probability – L06.1 Lecture Overview

Probability – L06.2 Variance

Probability – L06.3 The Variance of the Bernoulli & The Uniform

Probability – L06.4 Conditional PMFs & Expectations Given an Event

Probability – L06.5  Total Expectation Theorem

Probability – L06.6 Geometric PMF Memorylessness & Expectation

Probability – L06.7 Joint PMFs and the Expected Value Rule

Probability – L06.8 Linearity of Expectations & The Mean of the Binomial

Probability – L07.1 Lecture Overview – Conditioning of Random Variable; Independence of r.v.’s

Probability – L07.2 Conditional PMFs

Probability – L07.3 Conditional Expectation & the Total Expectation Theorem

Probability – L07.4 Independence of Random Variables

Probability – L07.5 Example

Probability – L07.6 Independence & Expectations

Probability – L07.7 Independence, Variances & the Binomial Variance

Probability – L07.8 The Hat Problem

Probability – S07.1 The Inclusion-Exclusion Formula

Probability – S07.2 The Variance of the Geometric

Probability – S07.3 Independence of Random Variables Versus Independence of Events

Probability – L08.1 Lecture Overview – Continuous RV and PDFs

Probability – L08.2 Probability Density Functions

Probability – L08.3 Uniform & Piecewise Constant PDFs

Probability – L08.4 Means & Variances

Probability – L08.5 Mean & Variance of the Uniform

Probability – L08.6 Exponential Random Variables

Probability – L08.7 Cumulative Distribution Functions

Probability – L08.8 Normal Random Variables

Probability – L08.9 Calculation of Normal Probabilities

Probability – L09.1 Lecture Overview – Conditioning on an event; Multiple RVs

Probability – L09.2 Conditioning A Continuous Random Variable on an Event

Probability – L09.3 Conditioning Example

Probability – L09.4 Memorylessness of the Exponential PDF

Probability – L09.5 Total Probability & Expectation Theorems

Probability – L09.6 Mixed Random Variables

Probability – L09.7 Joint PDFs

Probability – L09.8 From The Joint to the Marginal

Probability – L09.9 Continuous Analogs of Various Properties

Probability – L09.10 Joint CDFs

Probability – S09.1 Buffon’s Needle & Monte Carlo Simulation

Probability – L10.1 Lecture Overview

Probability – L10.2 Conditional PDFs

Probability – L10.3 Comments on Conditional PDFs

Probability – L10.4 Total Probability & Total Expectation Theorems

Probability – L10.5 Independence

Probability – L10.6 Stick-Breaking Example

Probability – L10.7 Independent Normals

Probability – L10.8 Bayes Rule Variations

Probability – L10.9 Mixed Bayes Rule

Probability – L10.10 Detection of a Binary Signal

Probability – L10.11 Inference of the Bias of a Coin

Probability – L11.1 Lecture Overview

Probability – L11.2 The PMF of a Function of a Discrete Random Variable

Probability – L11.3 A Linear Function of a Continuous Random Variable

Probability – L11.4 A Linear Function of a Normal Random Variable

Probability – L11.5 The PDF of a General Function

Probability – L11.6 The Monotonic Case

Probability – L11.7 The Intuition for the Monotonic Case

Probability – L11.8 A Nonmonotonic Example

Probability – L11.9 The PDF of a Function of Multiple Random Variables

Probability – S11.1 Simulation

Probability – L12.1 Lecture Overview

Probability – L12.2 The Sum of Independent Discrete Random Variables

Probability – L12.3 The Sum of Independent Continuous Random Variables

Probability – L12.4 The Sum of Independent Normal Random Variables

Probability – L12.5 Covariance

Probability – L12.6 Covariance Properties

Probability – L12.7 The Variance of the Sum of Random Variables

Probability – L12.8 The Correlation Coefficient

Probability – L12.9 Proof of Key Properties of the Correlation Coefficient

Probability – L12.10 Interpreting the Correlation Coefficient

Probability – L12.11 Correlations Matter

Probability – L13.1 Lecture Overview

Probability – L13.2 Conditional Expectation as a Random Variable

Probability – L13.3 The Law of Iterated Expectations

Probability – L13.4 Stick-Breaking Revisited

Probability – L13.5 Forecast Revisions

Probability – L13.6 The Conditional Variance

Probability – L13.7 Derivation of the Law of Total Variance

Probability – L13.8 A Simple Example

Probability – L13.9 Section Means and Variances

Probability – L13.10 Mean of the Sum of a Random Number of Random Variables

Probability – L13.11 Variance of the Sum of a Random Number of Random Variables

Probability – S13.1 Conditional Expectation Properties

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