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STAT 02360 · Probability and Random Variables

STAT 02360 · Probability foundations

Axioms, conditional probability, Bayes

Definition

Kolmogorov axioms: P≥0, P(Ω)=1, countable additivity for disjoint events. Conditional: P(A|B)=P(A∩B)/P(B). Bayes updates beliefs: P(H|D)∝P(D|H)P(H).

Read this

Draw tables/trees before formulas. Total probability law partitions the sample space.

Bayes: posterior ∝ likelihood × prior — normalize by P(D).

Complement rule P(Aᶜ)=1−P(A) is a constant timesaver.

Drill with flashcards

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Try this

Attempt each problem first, then open the worked solution.

  1. 1.Two-way table: compute a conditional probability and one Bayes update.