About/Probability & Statistics

Skill 02 / 06

Probability & Statistics.

Conditional probability, Bayes, expected value, distributions. Where most candidates separate.

What gets tested.

Easy is the definition. Normal combines two. Hard hides which one applies until you've done the work.

Conditional probability.

P(A|B) algebra, partition arguments, re-conditioning. The most common normal- and hard-tier setup, and the one most candidates trip on.

Bayes & updating.

Prior, likelihood, posterior under coin flips, urns, base-rate fallacies.

Expected value.

Linearity, indicators, optional stopping. Fair value of a bet.

Discrete distributions.

PMF tricks, moment shortcuts, when to reach for which.

Continuous.

Uniform, exponential, normal. Order statistics, memoryless tricks.

Joint & conditional.

Two-variable problems, covariance, conditional expectation.

“Most candidates don’t fail on the math.
They fail on conditioning on the wrong thing.”

Take a drill.

Other skills

Five more to sharpen.

Train them in any order. The system targets your level in each.

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