Course - Probability MT22
An introduction to probability theory, starting from the axioms of a probability space and ending at the weak law of large numbers and Chebyshev’s inequality. A lot more than was covered in Stats at A-Level.
There were some really fun problem sheet questions in this course, like this one from Sheet 1: “Celia the centipede has 100 feet, 100 socks, and 100 shoes. How many orders can she choose from to put on her socks and shoes? (She must put a sock on foot $i$ before putting a shoe on foot $i$.)”.
- Course Webpage
- Lecture Notes
- Some of the lectures from this course are available on YouTube.
- Other courses this term: [[Courses MT22]]U
Notes
- [[Notes - Probability MT22, Probability spaces]]U
- [[Notes - Probability MT22, Basic definitions]]U
- [[Notes - Probability MT22, Partition theorem]]U
- [[Notes - Probability MT22, Bayes’ theorem]]U
- [[Notes - Probability MT22, Random variables]]U
- [[Notes - Probability MT22, Distributions]]U
- [[Notes - Probability MT22, Expectation]]U
- [[Notes - Probability MT22, Variance and covariance]]U
- [[Notes - Probability MT22, Recurrence relations]]U
- [[Notes - Probability MT22, Probability generating functions]]U
- [[Notes - Probability MT22, Random sums theorem]]U
- [[Notes - Probability MT22, Moments]]U
- [[Notes - Probability MT22, Branching processes]]U
- [[Notes - Probability MT22, Random samples]]U
- [[Notes - Probability MT22, Weak law of large numbers]]U
- [[Notes - Probability MT22, Markov’s inequality]]U
- [[Notes - Probability MT22, Chebyshev’s inequality]]U
- [[Notes - Probability MT22, Misc]]U
Lectures
- [[Lecture - Probability MT22, I]]U
- [[Lecture - Probability MT22, II]]U
- [[Lecture - Probability MT22, III]]U
- [[Lecture - Probability MT22, IV]]U
- [[Lecture - Probability MT22, V]]U
- [[Lecture - Probability MT22, VI]]U
- [[Lecture - Probability MT22, VII]]U
- [[Lecture - Probability MT22, VIII]]U
- [[Lecture - Probability MT22, IX]]U
- [[Lecture - Probability MT22, X]]U
- [[Lecture - Probability MT22, XI]]U
- [[Lecture - Probability MT22, XII]]U
- [[Lecture - Probability MT22, XIII]]U
- [[Lecture - Probability MT22, XIV]]U
- [[Lecture - Probability MT22, XV]]U
- [[Lecture - Probability MT22, XVI]]U