• Descriptive
    • Moments
    • Concentration
    • Central Tendency
    • Variability
    • Stem-and-Leaf Plot
    • Histogram & Frequency Table
    • Data Quality Forensics
    • Conditional EDA
    • Quantiles
    • Kernel Density Estimation
    • Normal QQ Plot
    • Bootstrap Plot

    • Multivariate Descriptive Statistics
  • Distributions
    • Binomial Probabilities
    • Geometric Probabilities
    • Negative Binomial Probabilities
    • Hypergeometric Probabilities
    • Multinomial Probabilities
    • Poisson Probabilities

    • Exponential
    • Gamma
    • Erlang
    • Weibull
    • Rayleigh
    • Lognormal
    • Pareto
    • Inverse Gamma

    • Beta
    • Power
    • Beta Prime (Inv. Beta)
    • Triangular

    • Normal (area)
    • Logistic
    • Laplace
    • Cauchy (standard)
    • Cauchy (location-scale)
    • Gumbel

    • Normal RNG
    • ML Fitting
    • Tukey Lambda PPCC
    • Box-Cox Normality Plot
    • Sample Correlation r

    • Empirical Tests
  • Hypotheses
    • Theoretical Aspects of Hypothesis Testing
    • Bayesian Inference
    • Minimum Sample Size

    • Empirical Tests
    • Multivariate (pair-wise) Testing
  • Models
    • Manual Model Building
  • Time Series
    • Time Series Plot
    • Decomposition
    • Exponential Smoothing

    • Blocked Bootstrap Plot
    • Mean Plot
    • (P)ACF
    • VRM
    • Standard Deviation-Mean Plot
    • Spectral Analysis
    • ARIMA

    • Cross Correlation Function
    • Granger Causality
  1. Introduction to Probability
  • Preface
  • Getting Started
    • 1  Introduction
    • 2  Why Do We Need Innovative Technology?
    • 3  Basic Definitions
    • 4  The Big Picture: Why We Analyze Data
  • Introduction to Probability
    • 5  Definitions of Probability
    • 6  Jeffreys’ axiom system
    • 7  Bayes’ Theorem
    • 8  Sensitivity and Specificity
    • 9  Naive Bayes Classifier
    • 10  Law of Large Numbers

    • 11  Problems
  • Probability Distributions
    • 12  Bernoulli Distribution
    • 13  Binomial Distribution
    • 14  Geometric Distribution
    • 15  Negative Binomial Distribution
    • 16  Hypergeometric Distribution
    • 17  Multinomial Distribution
    • 18  Poisson Distribution

    • 19  Uniform Distribution (Rectangular Distribution)
    • 20  Normal Distribution (Gaussian Distribution)
    • 21  Gaussian Naive Bayes Classifier
    • 22  Chi Distribution
    • 23  Chi-squared Distribution (1 parameter)
    • 24  Chi-squared Distribution (2 parameters)
    • 25  Student t-Distribution
    • 26  Fisher F-Distribution
    • 27  Exponential Distribution
    • 28  Lognormal Distribution
    • 29  Gamma Distribution
    • 30  Beta Distribution
    • 31  Weibull Distribution
    • 32  Pareto Distribution
    • 33  Inverse Gamma Distribution
    • 34  Rayleigh Distribution
    • 35  Erlang Distribution
    • 36  Logistic Distribution
    • 37  Laplace Distribution
    • 38  Gumbel Distribution
    • 39  Cauchy Distribution
    • 40  Triangular Distribution
    • 41  Power Distribution
    • 42  Beta Prime Distribution
    • 43  Sample Correlation Distribution

    • 44  Problems
  • Descriptive Statistics & Exploratory Data Analysis
    • 45  Types of Data
    • 46  Datasheets

    • 47  Frequency Plot (Bar Plot)
    • 48  Frequency Table
    • 49  Contingency Table
    • 50  Binomial Classification Metrics
    • 51  Confusion Matrix
    • 52  ROC Analysis

    • 53  Stem-and-Leaf Plot
    • 54  Histogram
    • 55  Data Quality Forensics
    • 56  Quantiles
    • 57  Central Tendency
    • 58  Variability
    • 59  Skewness & Kurtosis
    • 60  Concentration
    • 61  Notched Boxplot
    • 62  Scatterplot
    • 63  Pearson Correlation
    • 64  Rank Correlation
    • 65  Partial Pearson Correlation
    • 66  Simple Linear Regression
    • 67  Moments
    • 68  Quantile-Quantile Plot (QQ Plot)
    • 69  Normal Probability Plot
    • 70  Probability Plot Correlation Coefficient Plot (PPCC Plot)
    • 71  Box-Cox Normality Plot
    • 72  Kernel Density Estimation
    • 73  Bivariate Kernel Density Plot
    • 74  Conditional EDA: Panel Diagnostics
    • 75  Bootstrap Plot (Central Tendency)
    • 76  Survey Scores Rank Order Comparison
    • 77  Cronbach Alpha

    • 78  Equi-distant Time Series
    • 79  Time Series Plot (Run Sequence Plot)
    • 80  Mean Plot
    • 81  Blocked Bootstrap Plot (Central Tendency)
    • 82  Standard Deviation-Mean Plot
    • 83  Variance Reduction Matrix
    • 84  (Partial) Autocorrelation Function
    • 85  Periodogram & Cumulative Periodogram

    • 86  Problems
  • Hypothesis Testing
    • 87  Normal Distributions revisited
    • 88  The Population
    • 89  The Sample
    • 90  The One-Sided Hypothesis Test
    • 91  The Two-Sided Hypothesis Test
    • 92  When to use a one-sided or two-sided test?
    • 93  What if \(\sigma\) is unknown?
    • 94  The Central Limit Theorem (revisited)
    • 95  Statistical Test of the Population Mean with known Variance
    • 96  Statistical Test of the Population Mean with unknown Variance
    • 97  Statistical Test of the Variance
    • 98  Statistical Test of the Population Proportion
    • 99  Statistical Test of the Standard Deviation \(\sigma\)
    • 100  Statistical Test of the difference between Means -- Independent/Unpaired Samples
    • 101  Statistical Test of the difference between Means -- Dependent/Paired Samples
    • 102  Statistical Test of the difference between Variances -- Independent/Unpaired Samples

    • 103  Hypothesis Testing for Research Purposes
    • 104  Decision Thresholds, Alpha, and Confidence Levels
    • 105  Bayesian Inference for Decision-Making
    • 106  One Sample t-Test
    • 107  Skewness & Kurtosis Tests
    • 108  Paired Two Sample t-Test
    • 109  Wilcoxon Signed-Rank Test
    • 110  Unpaired Two Sample t-Test
    • 111  Unpaired Two Sample Welch Test
    • 112  Two One-Sided Tests (TOST) for Equivalence
    • 113  Mann-Whitney U test (Wilcoxon Rank-Sum Test)
    • 114  Bayesian Two Sample Test
    • 115  Median Test based on Notched Boxplots
    • 116  Chi-Squared Tests for Count Data
    • 117  Kolmogorov-Smirnov Test
    • 118  One Way Analysis of Variance (1-way ANOVA)
    • 119  Kruskal-Wallis Test
    • 120  Two Way Analysis of Variance (2-way ANOVA)
    • 121  Repeated Measures ANOVA
    • 122  Friedman Test
    • 123  Testing Correlations
    • 124  A Note on Causality

    • 125  Problems
  • Regression Models
    • 126  Simple Linear Regression Model (SLRM)
    • 127  Multiple Linear Regression Model (MLRM)
    • 128  Logistic Regression
    • 129  Generalized Linear Models
    • 130  Multinomial and Ordinal Logistic Regression
    • 131  Cox Proportional Hazards Regression
    • 132  Conditional Inference Trees
    • 133  Leaf Diagnostics for Conditional Inference Trees
    • 134  Hypothesis Testing with Linear Regression Models (from a Practical Point of View)

    • 135  Problems
  • Introduction to Time Series Analysis
    • 136  Case: the Market of Health and Personal Care Products
    • 137  Decomposition of Time Series
    • 138  Ad hoc Forecasting of Time Series
  • Box-Jenkins Analysis
    • 139  Introduction to Box-Jenkins Analysis
    • 140  Theoretical Concepts
    • 141  Stationarity
    • 142  Identifying ARMA parameters
    • 143  Estimating ARMA Parameters and Residual Diagnostics
    • 144  Forecasting with ARIMA models
    • 145  Intervention Analysis
    • 146  Cross-Correlation Function
    • 147  Transfer Function Noise Models
    • 148  General-to-Specific Modeling
  • References
  • Appendices
    • Appendices
    • A  Method Selection Guide
    • B  Presentations and Teaching Materials
    • C  R Language Concepts for Statistical Computing
    • D  Matrix Algebra
    • E  Standard Normal Table (Gaussian Table)
    • F  Critical values of Student’s \(t\) distribution with \(\nu\) degrees of freedom
    • G  Upper-tail critical values of the \(\chi^2\)-distribution with \(\nu\) degrees of freedom
    • H  Lower-tail critical values of the \(\chi^2\)-distribution with \(\nu\) degrees of freedom

Table of contents

  • How This Part Is Structured
  • How To Use It
DRAFT This draft is under development — DO NOT CITE OR SHARE.

Introduction to Probability

This part introduces the probability concepts that support the rest of the handbook. The goal is practical understanding: how uncertainty is defined, how conditional reasoning works, and how these ideas translate into classification and inference workflows.

You can complete this part with the interactive apps only. R and RStudio are optional for users who want script-based replication.

How This Part Is Structured

Block Purpose Main chapters
Foundations Define probability, events, and conditional probability Definitions of Probability, Jeffreys’ axiom system
Bayesian reasoning Apply conditional probability to posterior updating and diagnostic interpretation Bayes’ Theorem, Sensitivity and Specificity
Applied classification Use probability for text classification and smoothing logic Naive Bayes Classifier
Asymptotic intuition Understand convergence of sample averages Law of Large Numbers
Integrated practice Consolidate concepts through exercises Problems

How To Use It

If you are new to probability, read the chapters in order.
If your focus is applied diagnostics or classification, start at Bayes’ Theorem and then return to the foundations as needed.

After this part, move to Probability Distributions for distribution-specific models, and use Appendix A — Method Selection Guide (Appendix A) when you need a fast method choice.

4  The Big Picture: Why We Analyze Data
5  Definitions of Probability

© 2026 Patrick Wessa. Provided as-is, without warranty.

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