M1b | Probability Theory | CIV6540E

This video reviews the core concepts of probability that will be employed in the next modules.

Reference: Goulet, J.-A. (2020), Probabilistic Machine Learning for Civil Engineers, The MIT press

Content:
0:00:00 - Introduction
0:06:55 - Set theory
0:17:15 - Probabilities
0:32:35 - Random variables
0:50:43 - Multivariate random variables
1:07:05 - Expectation E[X]
1:20:47 - Functions of R.V. g(X)
1:32:40 - Linearization
1:36:47 - Summary