Probability

Probability is the foundation of most quantitative interviews. This section teaches how to model uncertainty, condition on information, reason using symmetry, and recognize common probability structures.

Lessons · recommended order

  1. 1Sample Spaces and Basic RulesModel uncertainty with sample spaces and events, and use the complement and union rules to compute probabilities cleanly.
    Foundations
    8 min
  2. 2Conditional ProbabilityLearn to update probabilities on new information by restricting to a smaller sample space.
    Foundations
    9 min
  3. 3Bayes' TheoremInvert conditional probabilities to update beliefs about a hidden cause from an observed effect.
    Intermediate
    10 min
  4. 4IndependenceDistinguish true independence from mere lack of correlation, and verify it with the multiplication rule.
    Foundations
    7 min
  5. 5Symmetry and ExchangeabilityUse symmetry among exchangeable random variables to shortcut counting arguments.
    Intermediate
    7 min
  6. 6Geometric ProbabilityCompute probabilities for continuous uniform variables by comparing areas or volumes.
    Intermediate
    8 min
  7. 7Order StatisticsFind the distribution of the minimum, maximum, and general order statistics of independent random variables.
    Intermediate
    9 min