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Probability
Introduction to Probability
Spring 2026: MATH-30530
Lecture Notes
Lecture 1: Probability Spaces
Lecture 2: Inclusion-Exclusion Principle
Lecture 3: Sampling, Permutations, Combinations
Lecture 4: Binomial Formula, Derangements and Matches
Lecture 5: Conditional Probability
Lecture 6: Independence
Lecture 7: The Law of Total Probability
Lecture 8: Bayes Formula
Lecture 9: Random Variables
Lecture 10: Discrete Random Variables
Lecture 11: Fundamental Examples of Discrete Random Variables
Lecture 12: Fundamental Examples of Discrete Random Variables (continued)
Lecture 13: Statistical invariants of Discrete Random Variables
Lecture 14: Probability Generating Functions
Lecture 15: Functions of Discrete Random Variables
Lecture 16: Continuous Random Variables
Lecture 17: Important Examples of Continuous Random Variables
Lecture 18: Functions of Continuous Random Variables and Discrete Random Vectors
Lecture 19: Covariance and Correlation
Lecture 20: Multi-dimensional Discrete Random Vectors
Lecture 21: Conditional Expectation
Lecture 22: Multivariate Continuous Distributions
Lecture 23: Multivariate Continuous Distributions (continued)
Lecture 24: Generating Functions
Lecture 25: Branching Processes
Lecture 26: Moment Generating Function
Lecture 27: Law of Large Numbers (LLN) and Central Limit Theorem (CLT)