Review of Probability

In this chapter, we review probability theory, the mathematics of uncertainty. We are going to start from scratch, so only basic calculus knowledge is required. Even if you have already taken a course in probability theory, you will benefit from going through this section since we focus more on the interpretation than typical courses. But this is not a probability course, so we do move quite fast.

Note

If you haven’t taken a full semester probability course, you may find the pace of the material extremely fast. In that case, I suggest that you first review Lectures 7 to 11 of my undergraduate data science course prior to starting these lectures.