Domain: Probability & Statistics
Central Limit Theorem
Advanced
Sum of independent variables converges to normal distribution.
Correlation
Advanced
Normalized covariance.
Covariance
Advanced
Measures joint variability between variables.
Expectation
Advanced
Average value under a distribution.
Importance Sampling
Advanced
Sampling from easier distribution with reweighting.
Law of Large Numbers
Advanced
Sample mean converges to expected value.
Likelihood Function
Advanced
Probability of data given parameters.
Marginalization
Advanced
Eliminating variables by integrating over them.
Monte Carlo Estimation
Advanced
Approximating expectations via random sampling.
Posterior Distribution
Advanced
Updated belief after observing data.
Prior Distribution
Advanced
Belief before observing data.
Probability Distribution
Advanced
Describes likelihoods of random variable outcomes.
Random Variable
Advanced
Variable whose values depend on chance.
Variance
Advanced
Measure of spread around the mean.