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A Tutorial on Probability Theory

A Tutorial on Probability TheoryPaola SebastianiDepartment of Mathematics and StatisticsUniversity of Massachusetts at AmherstCorresponding Author:Paola Sebastiani. Department of Mathematics and Statistics, Universityof Massachusetts, Amherst, MA 01003, :(413)545 0622,fax:(413) 545 Tutorial on Probability TheoryContents1 Probability and Uncertainty22 Basic Definitions23 Basic Axioms34 Conditional Probability55 Bayes Theorem66 Independence and Conditional Independence77 Discrete Random Variables88 Continuous Random Variables129 Multivariate Distributions1510 Summaries1911 Special Distributions2312 Independence23 References231A Tutorial on Probability Theory1.

A Tutorial on Probability Theory 1. Probability and Uncertainty Probability measures the amount of uncertainty of an event: a fact whose occurrence is uncertain.

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