# Probability - The Science of Uncertainty and Data

The world is full of uncertainty: accidents, storms, unruly financial markets, noisy communications. The world is also full of data. Probabilistic modeling and the related field of statistical inference are the keys to analyzing data and making scientifically sound predictions.

Probabilistic models use the language of mathematics. But instead of relying on the traditional "theorem-proof" format, we develop the material in an intuitive -- but still rigorous and mathematically-precise -- manner. Furthermore, while the applications are multiple and evident, we emphasize the basic concepts and methodologies that are universally applicable.

The course covers all of the basic probability concepts, including:

multiple discrete or continuous random variables, expectations, and conditional distributions

laws of large numbers

the main tools of Bayesian inference methods

an introduction to random processes (Poisson processes and Markov chains)

The contents of this courseare heavily based upon the corresponding MIT class -- Introduction to Probability -- a course that has been offered and continuously refined over more than 50 years. It is a challenging class but will enable you to apply the tools of probability theory to real-world applications or to your research.

This course is part of theMITx MicroMasters Program in Statistics and Data Science. Master the skills needed to be an informed and effective practitioner of data science. You will complete this course and three others from MITx, at a similar pace and level of rigor as an on-campus course at MIT, and then take a virtually-proctored exam to earn your MicroMasters, an academic credential that will demonstrate your proficiency in data science or accelerate your path towards an MIT PhD or a Master's at other universities. To learn more about this program, please visit https://micromasters.mit.edu/ds/.

What you'll learn

- The basic structure and elements of probabilistic models
- Random variables, their distributions, means, and variances
- Probabilistic calculations
- Inference methods
- Laws of large numbers and their applications
- Random processes
- Probability models and axioms
- Mathematical background: Sets; sequences, limits, and series; (un)countable sets.
- Conditioning and Bayes' rule
- Independence
- Counting
- Probability mass functions and expectations
- Variance; Conditioning on an event; Multiple random variables
- Conditioning on a random variable; Independence of random variables
- Probability density functions
- Conditioning on an event; Multiple random variables
- Conditioning on a random variable; Independence; Bayes' rule
- Derived distributions
- Sums of independent random variables; Covariance and correlation
- Conditional expectation and variance revisited; Sum of a random number of independent random variables
- Introduction to Bayesian inference
- Linear models with normal noise
- Least mean squares (LMS) estimation
- Linear least mean squares (LLMS) estimation
- Inequalities, convergence, and the Weak Law of Large Numbers
- The Central Limit Theorem (CLT)
- An introduction to classical statistics
- The Bernoulli process
- The Poisson process
- More on the Poisson process
- Finite-state Markov chains
- Steady-state behavior of Markov chains
- Absorption probabilities and expected time to absorption

## Get a Reminder

Rating | 5.0★ based on 1 ratings |
---|---|

Length | 16 weeks |

Effort | 10 - 14 hours per week |

Starts | On Demand (Start anytime) |

Cost | $300 |

From | MITx, Massachusetts Institute of Technology via edX |

Instructors | John Tsitsiklis, Patrick Jaillet, Qing He, Jimmy Li, Jagdish Ramakrishnan, Katie Szeto, Kuang Xu, Dimitri Bertsekas, Eren Can Kizildag, Karene Chu |

Download Videos | On all desktop and mobile devices |

Language | English |

Subjects | Programming Data Science Mathematics |

Tags | Computer Science Data Analysis & Statistics Math |

## Get a Reminder

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## What people are saying

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certain level in math
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A certain level in math is a prerequisite, but nothing complicated.

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introducing course on probability
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appear complicated at first
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The teacher is clear and the his explanations really help to understand notion that can appear complicated at first glance.

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can appear
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Rating | 5.0★ based on 1 ratings |
---|---|

Length | 16 weeks |

Effort | 10 - 14 hours per week |

Starts | On Demand (Start anytime) |

Cost | $300 |

From | MITx, Massachusetts Institute of Technology via edX |

Instructors | John Tsitsiklis, Patrick Jaillet, Qing He, Jimmy Li, Jagdish Ramakrishnan, Katie Szeto, Kuang Xu, Dimitri Bertsekas, Eren Can Kizildag, Karene Chu |

Download Videos | On all desktop and mobile devices |

Language | English |

Subjects | Programming Data Science Mathematics |

Tags | Computer Science Data Analysis & Statistics Math |

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