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Probability and Statistics Running Notes.md

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Foundations/Meta:

  • What is a mathematical model?
    • Hardcore study the wiki article
  • Types of reasoning:
    • Deductive
    • Inductive
    • Abductive
  • What do the following meta terms mean:
    • arbitrary
    • well-defined
    • vacuous
    • trivial
    • degenerate
    • space

Foundations

  • Explain all ways of defining classes in NBG
  • Explain all ways of defining sets in ZFC
  • Functions:
    • Can we have functions with no explicit graph? Probability/Measure function
    • Can we have functions which have graphs of infinite cardinatlity?

Probability and Statistics

  • What is an experiment?
    • What does it mean for an experiment to be well-defined?
    • What does it mean for an experiment to be random?
    • What is determinism? (Bruh leave this shit for later)
    • What is a deterministic system?
      • Deterministic vs Stochastic system
        • How to check if system is either? Or do we look at the model?
      • Deterministic but extremely sensitive
  • What is probabililty?
    • What are we finding the probability of?
    • What does it mean to find the probability of something?
    • Chance? odds? Belief? Propensity?Different interpretations
    • What does the probability function look like?
      • Probability Distribution vs regular probability function
  • Continuous Probability:
    • P = 0 => impossible or close to impossible?
    • P = 1 => always true? or close to always true?
  • Probability: Theory or Model?
  • Measure theory: - probability space (omega, F, P)
    • sigma algebra
    • sigma field F