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Advanced · calculus, statistics, university maths

Probability theory

Advanced

Probability done with calculus, the base for statistics and stochastic processes.

Topics, in order

  1. Counting, conditional probability, and Bayes' rule
  2. Discrete and continuous random variables
  3. Expectation, variance, and covariance
  4. Joint distributions
  5. Moment generating functions
  6. Law of large numbers and central limit theorem
  7. Markov chains

My results

Final exam

A few questions from every topic, to check you are ready to move on.

Take the final exam ›

Learn from

  • Harvard Stat 110 lectures
  • Blitzstein and Hwang, Introduction to Probability

Move on when

You can derive the mean and variance of the common distributions.