Probability All in Details
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yousef shabanProbability All in Details
Uploaded by
yousef shabanResources :
Walid Yousef :
https://newonlinecourses.science.psu.edu/stat414/node/156/
Applied probability Book
https://archive.org/details/ost-math-col10708-16/page/n127
Dr Nic's Maths and Stats Youtube Channel Visualization
easily explain of meaning
https://courses.lumenlearning.com/odessa-introstats1-1/
very important reference to study probability
https://www.statlect.com/fundamentals-of-probability/
Chapter 1 : Probability
Sample space >> set of all possible outcomes
Omega
Event: subset of omega
Intersection
Union
Complement:
Probability Measure:
Disjoint
Counting Method:
Multiplication principle:
Concept >> math >> Examples
Permutations and combinations?
Ordered sampling with replacement
Ordered sampling without replacement
Example >> Birthday Problem
Example 12 and 13 very important
Unordered sampling without replacement
Example 15 : 10 animals
1.5 Conditional Probability
Lemma 19 (Law of Total Probability)
Probability Lessons by ActuarialPath ( Youtube Channel )
Lemma 22 ( Bays Rule )
https://medium.com/towards-artificial-intelligence/bayes-theorem-for-bae-9451507b2884?
Prior
Evidence
Likelihood
Posterior
Independence:
Chapter 2: Random Variables
Discrete Random Variables
Example x expression number of head
X=0
X=1
X=2
Draw PMF of x
CDF called cumulative density Function distribution function (df)
Bernoulli
Binomial(n,p)
Important assume all Bernoli + independent
Important to understand representation data based on probability
Application examples:
Very important example
Geometric (p)
NBinomial(r,p)
Number of trails that get 2 success
Hypergeomtric(n,r,m)
Poisson
Continuous Random Variable
PDF >> probability density function
Probability for interval not for only value
CDF :
Inverse of CDF ( F-1)
Uniform distribution
Exponential random variable
Very important application examples
https://courses.lumenlearning.com/introstats1/chapter/the-exponential-distribution/
https://towardsdatascience.com/what-is-exponential-distribution-7bdd08590e2a
https://newonlinecourses.science.psu.edu/stat414/node/140/
Gamma(Alpha,Lambda)
’
Normal distribution
It appear on all applications
Beta(a,b) distribution
Lecture 9 :
Functions of r.v
https://cnx.org/contents/[email protected]:d29CEuCa@6/Functions-of-a-Random-Variable
https://www.amazon.com/Applied-Probability-Paul-Pfeiffer/dp/9888407473
Lecture 10:
To understand sigma and 2 sigma and 3 sigma with probability between Range %
Chapter 3: Joint Distribution
Length and weight R.V examples
Two relation لهم عالقة بالبعضuse one distribution
Lecture 11:
Bernoli + Bernouli Jointly with them >> give you difference distribution
Important for machine learning
3.2 Discrete R.V
joint PMF
http://homepage.stat.uiowa.edu/~rdecook/stat2020/notes/ch5_pt1.pdf
https://newonlinecourses.science.psu.edu/stat414/node/104/
These are disjoint events
Marginal PMFs
Random Vector?
N5 >> number of student is failed
3.3 Continuous R.Vector
3D double integration
Example “probability weight > length?
Lecture 13 : 13 (Sec. 3.4) Independent Random Vectors
Joint CDF for them:
حاصل ضرب المارجنال سي دي اف
3.5 Conditional Distribution
Bayesian inference:
posteriorبعد ما الحظت داتا وعملت اكسبارمنت
>> posterior beliefمن الباريور Eبلييف تبعتي واالكسبيرنس Eاللي شفتها
15 (Sec. 3.6.1) Single Function of Jointly Distributed Random
Variables
Transformations:
Z = x+y probability of points ( intersection with each line )
Cauchy R.V
P function of p R.V (Space Transformations) Lecture 16
U,b are dependent so it is function by x,y
3.7 Extreme and order statistics
Chapter 4: Expected Values
انك حتالقي نتيجة بدري في االول ما تبدا تعمل عدد من المحاوالت بعد Expectation = 1/p mean
هيك االكبيكتاشن بقل
This is convergence weather make more observations
19 (Sec. 4.1.1 - 4.1.2) Expectations of Functions and Linear
Combinations of Random
Variable
Need understand
Important note:
Example about this topics >> 36 minute of video
20 (Sec. 4.2) Variance and Standard Deviation
Chebyshev inequality
https://www.statlect.com/fundamentals-of-probability/Chebyshev-inequality
Model for measurement error
21 (Sec. 4.3) Covariance and Correlation
في متوسط داتا كل كلها لمن تزيد اكس عن متوسطها Eواي بتزيد Eوال بتقل هادا يعني الكوفارينس
22 (Sec. 4.3) Covariance and Correlation
Correlation coefficient
Lecture 23:
23 (Sec. 4.4) Conditional Expectation and Prediction
Important explain
24 (Sec. 4.5 - 4.6) The Moment-Generating Function and
Approximate Methods
25 (Sec. 5.1 - 5.2) The Law of Large Numbers, Convergence in
Distribution and CLT
