Probability

The mathematical language to quantify uncertainty

Role in inverse problems Observation mechanism: Priors: Parameters

IP, Jos Bioucas, IST, 2007

Overview of Probability
Definition; Properties Independency; Conditional probability; Bayes theorem Random variables; Cumulative distribution function Examples of random variables Bivariate distributions; Marginal distribution;Conditional distribution Multivariate distributions; Marginal distribution;Conditional distributions Expectation of a random variable; Variance; Covariance Conditional expectation of a random variable; Variance; Covariance Weak law of large numbers
Reference: Larry Wasserman, All of Statistics. A Concise Course in Statistical Inference, Springer, 2004
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Definition
sample space event

Number of occurencies of A Frequencist interpretation: Number of repetitions Measures an observers strength of belief that A is true

Bayesain interpretation:

In probability the interpretation does not matter

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Independency; Conditional probability

IP, Jos Bioucas, IST, 2007

Random variables

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Random variables

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Some discrete random variables

From Wikipedia

IP, Jos Bioucas, IST, 2007

Some discrete random variables

From Wikipedia

IP, Jos Bioucas, IST, 2007

Some continuous random variables

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Some continuous random variables

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Some continuous random variables

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Bivariate distributions

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Bivariate distributions

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Bivariate distributions

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Expectation

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Expectation

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Expectation

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Expectation

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Expectation

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Expectation

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Expectation

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Multivariate Normal

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Multivariate Normal

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Inequalities

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Laws of large numbers

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Central Limit Theorem

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