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🎰 Introduction to Probability

Based on Grinstead & Snell's Introduction to Probability, licensed GFDL.

If a paper page uses distributions, expectations, or Markov chains and you want the ground-level definitions, start here.

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Chapter
1. Discrete Probability Sample spaces, events, and assigning probabilities to outcomes you can count 🎰
2. Continuous Probability When outcomes are real numbers, probabilities are areas under curves 🎰
3. Combinatorics Counting arrangements: permutations, combinations, binomial coefficients 🎰
4. Conditional Probability P(A|B) = P(A and B) / P(B), and why Bayes' theorem follows 🎰
5. Distributions Binomial, Poisson, geometric, normal: the named distributions and when they arise 🎰
6. Expected Value The weighted average of outcomes, and variance as spread around it 🎰
7. Sums of Random Variables Add independent random variables: means add, variances add, distributions convolve 🎰
8. Law of Large Numbers Averages converge to the expected value as sample size grows 🎰
9. Central Limit Theorem Sums of many independent variables approach a normal distribution 🎰
10. Generating Functions Encode a distribution as a polynomial, then multiply polynomials to convolve 🎰
11. Markov Chains Memoryless state machines: the next state depends only on the current one 🎰
12. Random Walks Step left or right with equal probability: will you return to the origin? 🎰

📺 Video lectures: MIT 6.041SC Probabilistic Systems Analysis

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