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Mathematical Probability

A mini-course  covering mathematical probability

This is an overview of mathematical probability


  • You should visit the sections below in order starting with Section 1.
  • Each section below has several videos explaining the listed concepts, and then exercises with videos.

Mathematical Probability

View Section 1: Probabilistic Models and Probability Laws View Section 2: Conditional Probability, Bayes’ Rule, and Independence View Section 3: Discrete Random Variable, Probability Mass Function, and Cumulative Distribution Function View Section 4: Expectation, Variance, and Continuous Random Variables View Section 5: Discrete Distributions View Section 6: Continuous Distribution View Section 7: Joint Distribution Functions, Marginal Probability Mass Functions, and Uniform Distribution Section 8: Independence of Two Random Variables, Covariance, and Correlation Section 9: Conditional Distribution and Conditional Expectation Section 10: Moment Generating Function Section 11: Markov’s Inequality, Chebyshev’s Inequality, and Weak Law of Large Numbers Section 12: Convergence and the Central Limit Theorem