18.600: Probability and Random Variables
Intro to probability with some mathematical rigor. Helped me learn how to find clever mathematical transformations / proofs, thanks to kind TAs :)
From the course catalog:
- Part 1: Probability spaces, random variables, distribution functions, counting.
- Part 2: Binomial, geometric, negative binomial, Poisson distributions. Uniform, exponential, normal, gamma and beta distributions. Conditional probability, Bayes theorem, joint distributions.
- Part 3: Markov/Chebyshev/Chernoff inequalities, weak/strong laws of large numbers, central limit theorem, martingales, markov chains, entropy.