Probability and Statistics

Probability and Statistics

A visual, example-led first course in probability and statistics for students who know calculus. Every chapter is one interactive page with worked examples, real data and R code with its output.

Start reading 25 lectures

Contents

  1. Reference material: what the course is about, the calculus you will use, and a first session with R.

  2. The two big ideas of the course, where data come from, and why the way we sample matters.

    1. Lecture 1 Prediction, inference and sampling
    2. Lecture 2 Variables, studies and independence
  3. Shape, centre and spread, boxplots, honest pictures, and Simpson's paradox.

    1. Lecture 3 Shape, centre and spread
    2. Lecture 4 Boxplots, honest pictures and Simpson's paradox
  4. Chapter 3Probability

    What probability means, its rules, counting, conditioning, Bayes' theorem and simulation.

    1. Lecture 5 What probability means and its rules
    2. Lecture 6 Counting and equally likely outcomes
    3. Lecture 7 Conditional probability and independence
    4. Lecture 8 Bayes' theorem, simulation and random variables
  5. Expected value and variance, and the binomial, geometric, negative binomial, hypergeometric and Poisson models.

    1. Lecture 9 Distributions, expected value and variance
    2. Lecture 10 Binomial, geometric and hypergeometric models
    3. Lecture 11 The Poisson model and choosing a model
  6. Densities, the Gaussian distribution, waiting times and other shapes of chance.

    1. Lecture 12 Densities, expected value and the uniform
    2. Lecture 13 The Gaussian distribution
    3. Lecture 14 Exponential, gamma, beta and other shapes
  7. Two random variables at once: joint, marginal and conditional distributions, correlation and prediction.

    1. Lecture 15 Joint, marginal and conditional distributions
    2. Lecture 16 Prediction, covariance and sums
  8. Why averages are predictable: the Law of Large Numbers, the Central Limit Theorem and the bootstrap.

    1. Lecture 17 Statistics as random variables and the Law of Large Numbers
    2. Lecture 18 The Central Limit Theorem and the bootstrap
  9. Chapter 8Estimation

    Estimators and their errors, the method of moments, maximum likelihood and confidence intervals.

    1. Lecture 19 Estimators and the method of moments
    2. Lecture 20 Maximum likelihood
    3. Lecture 21 Confidence intervals for a mean
    4. Lecture 22 Intervals for proportions and what confidence means
  10. The logic of tests, p-values, errors and power, and what significance does and does not mean.

    1. Lecture 23 The logic of a test, p-values and tests for a mean
    2. Lecture 24 Tests for a proportion, errors and power
    3. Lecture 25 Significance, many tests and replication