Contenuti del Corso

Probability Theory Basics

1. Basic Concepts of Probability Theory

Stochastic Experiment and Random Event Probability and It's Properties Geometrical Probability Challenge: Solving the Task Using Geometric Probability Independence and Incompatibility of Random Events Conditional Probability

2. Probability of Complex Events

Inclusion-Exclusion Principle Challenge: Solving the Task Using Inclusion-Exclusion Principle The Multiplication Rule of Probability Law of Total Probability Bayes' Theorem Challenge: Solving the Task Using Bayes' Theorem

3. Commonly Used Discrete Distributions

Binomial Distribution Challenge: Solving Task Using Binomial Distribution Multinomial Distribution Geometric Distribution Poisson Distribution Challenge: Solving Task Using Poisson Distribution

4. Commonly Used Continuous Distributions

Continuous Uniform Distribution Exponential Distribution Challenge: Solving Task Using Exponential Distribution Gaussian Distribution Challenge: Solving Task Using Gaussian Distribution

5. Covariance and Correlation

What is Covariance?What is Correlation?Challenge: Solving the Task Using Correlation

What is Correlation?

Correlation is a statistical measure that quantifies the relationship between two variables. It is determined as the scaled covariation and due to this scale, we can determine the measure of dependencies in addition to their direction.
Correlation ranges between -1 and 1, where:

If the correlation is +1 then values have a perfect positive linear relationship. As one variable increases, the other variable increases proportionally;
If the correlation is -1 then values have a perfect negative linear relationship. As one variable increases, the other variable decreases proportionally;
If the correlation coefficient is close to 0 then there is no linear relationship between the variables.

To calculate the correlation we can follow the same steps as to calculate covariance and use np.corrcoef(x, y)[0, 1].


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import matplotlib.pyplot as plt
import numpy as np

# Create a figure with three subplots
fig, axes = plt.subplots(1, 3)
fig.set_size_inches(10, 5)

# Positive linear dependence
x = np.random.rand(100) * 10  # Generate random x values
y = x + np.random.randn(100)  # Generate y values with added noise
axes[0].scatter(x, y)  # Scatter plot of x and y
axes[0].set_title('Correlation is '+ str(round(np.corrcoef(x, y)[0, 1], 3) ))  # Set title with correlation coefficient

# Negative linear dependence
x = np.random.rand(100) * 10  # Generate random x values
y = -x + np.random.randn(100)  # Generate y values with added noise
axes[1].scatter(x, y)  # Scatter plot of x and y
axes[1].set_title('Correlation is '+ str(round(np.corrcoef(x, y)[0, 1], 3) ))  # Set title with correlation coefficient

# Independent
np.random.seed(0)  # Set random seed for reproducibility
x = np.random.rand(200)  # Generate random x values
y = np.random.rand(200)  # Generate random y values
axes[2].scatter(x, y)  # Scatter plot of x and y
axes[2].set_title('Correlation is '+ str(round(np.corrcoef(x, y)[0, 1], 3) ))  # Set title with correlation coefficient

plt.show()  # Display the plot

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Sezione 5. Capitolo 2

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