3. Probability and what it has to do with data analysis
3.1 Random variables35
3.2 Mean, median, and mode37
3.3 Variance41
3.4 Two important probability density functions42
3.5 Functions of a random variable44
3.6 Joint probabilities46
3.7 Bayesian inference48
3.8 Joint probability density functions49
3.9 Covariance52
3.10 Multivariate distributions54
3.11 The multivariate Normal distributions54
3.12 Linear functions of multivariate data57
Problems60
References60
Chapter 3, Probability and what it has to do with Data Analysis, is a review of probability theory. It develops the techniques that are needed to understand, quantify, and propagate measurement error. Two key themes introduced in this chapter and further developed throughout the book are that error ...

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