Probability

Before you continue, consider reviewing the notes on Set Theory and Counting Methods.

Learning probabilities is important as it will allow us to understand random variables and subsequently probability distributions.  Once we understand probability distributions and their characteristics (i.e. expected value and variance), we can try to solve our first statistical inference problem, which involves estimating characteristics of a population distribution using our sample data.

Most of the material in this section will also be covered in Probability And Statistics (4th) – DeGroot and Foundations And Applications Of Statistics – Pruim.  The difference is that I will not cover the proofs and concepts that are unimportant for now, obscure, or may over complicate things.  I will also provide additional explanations for important concepts that may be confusing. With that said, I do eventually plan on including appendices that cover proofs and less important concepts.  I highly recommend DeGroot’s book. A quick search on the internet and you will see this book is extremely highly recommended.

Going forward, each time we hit a major new topic, I will try to provide a road map (like in the first paragraph) as to why this topic is important and how this topic fits in with the overall picture.  A lot of times schools teach us stuff but we have no idea why we are learning it or why it is important. I hope to alleviate some of that.

To skip around, you can visit the Table Of Contents.

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