ABSTRACT
Probability can be subjective; it is a measure of our state of knowledge. This chapter considers the long-term-average interpretation of probability by using the Bayes’ theorem. It discusses the laws of conditional probability and independence. The formulas for the number of permutations and combinations of a set of objects play an important role in the applications of statistics. The chapter reviews the concepts of permutations and combinations. It describes the probability density function and delta function. The chapter provides guidelines for using MATLAB’s excellent and reliable algorithms for integration in one, two, and three dimensions. It reviews the matrix formulation of quadratic forms and rewrites the bivariate normal probability density function in a manner that suggests how it should be extended to apply to random variables.
