Transcription of CSSS 2000–2001 Math Review Lectures: Probability ...
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CSSS 2000–2001 Math Review Lectures: Probability ...
CSSS 2000 2001 Math Review Lectures: Probability , statistics and stochastic ProcessesCosma Rohilla ShaliziUniversity of Wisconsin-Madison, Physics Department, and the Santa Fe 4 June 2000and 11 June 20012iThese notes are available electronically shalizi/prob-notes/.Reports of typos, and more serious bugs, are eagerly HistoryDateComments4 June 2000 First version finished (about four hours before teaching from it).8 July 2000 Minor typo fixes, some points amplified in response to student comments;added list of deficiencies as Appendix June 2001 More typo fixes, added paragraph on large deviation principle, second July 2001 Fixed two errors (thanks to Cecile Viboud and Antonio Ramirez)ContentsPart I: Probability11 What s a Probability Anyway?12 Probability Basic Rules .. Caution about Probabilities 0 and 1 .. Conditional Probabilities ..33 Random Properties of Random Variables .. of Random Variables .. Random Variables; Independence .. Expectation.
CSSS 2000–2001 Math Review Lectures: Probability, Statistics and Stochastic Processes Cosma Rohilla Shalizi University of Wisconsin-Madison, Physics Department, and the Santa Fe Institute
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