Probability Practice
Move from events and conditioning through moments, distributions, and asymptotic results.
Recommended resources
- MIT 18.05 Introduction to Probability and Statistics — MIT OpenCourseWare
- Harvard Stat 110 Probability — Strategic Practice — Harvard University
Instructions
- Name conditioning events and random variables explicitly.
- Check independence before factorizing.
Ordered items
- Counting, total probability, and independence
- Bayes rule and diagnostic evidence
- Events, unions, and conditional probability
- Joint tables, Bayes rule, and independence
- Recognize distribution moments
- Lognormal transformation by the CDF method
- Diagnostic testing with base rates
- Conditional expectation and total variance
- Linear transform of a multivariate Gaussian
- Joint density, moments, covariance, and correlation
- Central limit theorem for an aggregate
- LLN versus CLT
Completion
Move fluently among event, distribution, expectation, and covariance representations.