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Review of Probability Theory - Stanford University

Review of Probability TheoryArian Maleki and Tom DoStanford UniversityProbability Theory is the study of uncertainty. Through this class, we will be relying on conceptsfrom Probability Theory for deriving machine learning algorithms. These notes attempt to cover thebasics of Probability Theory at a level appropriate for CS 229. The mathematical Theory of probabilityis very sophisticated, and delves into a branch of analysis known asmeasure Theory . In these notes,we provide a basic treatment of Probability that does not address these finer Elements of probabilityIn order to define a Probability on a set we need a few basic elements, Sample space : The set of all the outcomes of a random experiment. Here, each outcome can be thought of as a complete description of the state of the real world at the endof the experiment.

basics of probability theory at a level appropriate for CS 229. The mathematical theory of probability is very sophisticated, and delves into a branch of analysis known as measure theory. In these notes, we provide a basic treatment of probability that …

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