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.
Contents
- Chapter 0Before We Start
Reference material: what the course is about, the calculus you will use, and a first session with R.
- Chapter 1Prediction, Inference and Data
The two big ideas of the course, where data come from, and why the way we sample matters.
- Chapter 2Describing Data
Shape, centre and spread, boxplots, honest pictures, and Simpson's paradox.
- Chapter 3Probability
What probability means, its rules, counting, conditioning, Bayes' theorem and simulation.
- Chapter 4Discrete Random Variables
Expected value and variance, and the binomial, geometric, negative binomial, hypergeometric and Poisson models.
- Chapter 5Continuous Random Variables
Densities, the Gaussian distribution, waiting times and other shapes of chance.
- Chapter 6Joint Distributions
Two random variables at once: joint, marginal and conditional distributions, correlation and prediction.
- Chapter 7Sampling Distributions
Why averages are predictable: the Law of Large Numbers, the Central Limit Theorem and the bootstrap.
- Chapter 8Estimation
Estimators and their errors, the method of moments, maximum likelihood and confidence intervals.
- Chapter 9Hypothesis Testing
The logic of tests, p-values, errors and power, and what significance does and does not mean.