Free Course Image Probability and Distributions Crash Course

Free online courseProbability and Distributions Crash Course

Duration of the online course: 10 hours and 37 minutes

New

Free statistics course on probability and distributions: conditional probability, Bayes, key distributions, expectation, variance, LLN and CLT.

In this free course, learn about

  • Foundations of Probability: Counting, Sets, and Discrete Models
  • Conditional Probability, Bayes, and Independence
  • Random Variables and Core Distributions
  • Transformations and Multivariate Distributions
  • Expectation, Variance, and Probabilistic Inequalities
  • Limit Theorems and Moment Generating Functions
  • Dependence Measures, Tail Identities, and CLT Proof

Course Description

Probability and Distributions Crash Course is a free online course in Basic Education, within Statistics, designed to build strong intuition and practical skill in probabilistic thinking. It starts from foundational ideas such as sample spaces, events, and counting methods, then quickly moves into core tools used to reason under uncertainty in real situations.

You will develop confidence with conditional probability, independence, the law of total probability, and Bayes’ theorem through clear explanations and applied examples, including quality control and testing scenarios. Along the way, you’ll see how combinatorics connects to probability calculations and how common pitfalls are avoided by setting up problems correctly.

The course then introduces random variables and probability distributions, covering essential discrete and continuous models such as Bernoulli, binomial, multinomial, normal, Poisson, geometric, exponential, gamma, and chi-squared distributions. You will learn how to compute probabilities, work with transformations and rescaling, and interpret parameters in ways that match real data-generating processes.

To round out the toolkit, the course develops expectation, variance, standard deviation, covariance, and correlation, with worked examples that show how these quantities are computed and why they matter. It also covers foundational results and bounds including Markov’s inequality, Chebyshev’s inequality, the law of large numbers, and the central limit theorem, connecting theory to intuition and approximations used in practice. Moment generating functions and measure-based perspectives are introduced to deepen understanding and support more advanced study.

Course content

  • Video class: Probability and Statistics: Overview 29m
  • Exercise: Which statement best describes the difference between probability and statistics?
  • Video class: Gentle Introduction to Probability: Counting Coin Flips and Dice 20m
  • Exercise: When outcomes are equally likely, how is the probability of an event A defined?
  • Video class: Counting Probabilities with Combinatorics and the Factorial 17m
  • Exercise: Which expression gives the number of unordered 5-card poker hands from a standard 52-card deck (drawn without replacement)?
  • Video class: Set Theory in Probability: Sample Spaces and Events 24m
  • Exercise: Which expression correctly applies the addition rule for two events A and B (not necessarily disjoint)?
  • Video class: The Birthday Problem in Probability: P(A) = 1 - P(not A) 20m
  • Exercise: In the birthday problem, what is the easiest way to compute the probability that at least two people share a birthday?
  • Video class: Quality Control, Non-Destructive Inspection, and the Multinomial Distribution 13m
  • Exercise: In a lot of n items with k defective, if you sample r items without replacement, what is the probability that exactly m are defective?
  • Video class: The Binomial Distribution and the Multinomial Distribution 16m
  • Exercise: Which expression correctly gives the number of unordered 5-card poker hands dealt from a 52-card deck without replacement?
  • Video class: Conditional Probabilities 13m
  • Exercise: Which formula correctly defines conditional probability of event A given event B?
  • Video class: The Law of Total Probability 10m
  • Exercise: Which formula correctly states the law of total probability when the sample space is partitioned into disjoint events B1, B2, ..., Bn whose union is Ω?
  • Video class: Bayes' Theorem (with Example!) 17m
  • Exercise: In Bayes’ theorem, which expression correctly gives the probability of event B given event A?
  • Video class: Bayes' Theorem Example: Drug Testing ???? 12m
  • Exercise: A drug test has sensitivity P(+|user)=0.9, specificity P(-|non-user)=0.8, and the base rate of users is P(user)=0.1. What is P(user|+)?
  • Video class: Independence in Probability 13m
  • Exercise: If two events A and B are independent, which equation must be true?
  • Video class: Random Variables and Probability Distributions 21m
  • Video class: Bernoulli and Binomial Random Variables 24m
  • Exercise: A binomial random variable X counts the number of successes in n independent Bernoulli trials with success probability p. What is P(X = k)?
  • Video class: The Normal Distribution: The Limit of Binomial Distribution for Large n 17m
  • Exercise: For a binomial random variable X ~ Binomial(n, p) with large n, what normal distribution is used as an approximation?
  • Video class: The Standard Unit Normal and Probability Computations 17m
  • Exercise: When approximating a binomial distribution with a normal distribution (large n, moderate p), what mean (μ) and variance (σ²) are used for the normal approximation?
  • Video class: The Poisson Distribution: The Rare Event Limit of a Binomial Distribution 13m
  • Exercise: When the normal approximation to a binomial distribution fails because events are very rare (p very small), which distribution is used as the solution?
  • Video class: The Geometric Distribution: The First Success of a Bernoulli Distribution 12m
  • Exercise: In a geometric distribution with success probability p on each independent trial, what is P(X = n), the probability the first success occurs on the n-th trial?
  • Video class: The Exponential Distribution: Time Between Poisson Events 18m
  • Exercise: Which statement best describes the memoryless property of an exponential random variable T?
  • Video class: The Hazard Rate and Memoryless Property of the Exponential Distribution 07m
  • Exercise: What does the memoryless property of the exponential distribution imply?
  • Video class: The Connection Between the Exponential Distribution and the Poisson Process 10m
  • Exercise: In a Poisson process with event rate \(\lambda\), what is the distribution of the number of events occurring in a time interval of length \(t\)?
  • Video class: The Gamma Distribution 12m
  • Exercise: In a Poisson process with rate \(\lambda\), what distribution describes the waiting time until the \(r\)th event (arrival)?
  • Video class: Functions of a Random Variable 13m
  • Exercise: When defining a new random variable as y = g(x), what is the recommended method to find the PDF of y from the PDF of x?
  • Video class: Rescaling the Normal Distribution to Mean Zero and Variance One 09m
  • Exercise: How do you transform a normal random variable x with mean μ and standard deviation σ into a standard normal variable y?
  • Video class: The Chi Squared Distribution: The Square of the Normal Distribution 13m
  • Exercise: If X is a standard normal random variable (mean 0, variance 1) and Y = X^2, what distribution does Y follow?
  • Video class: Joint Probability Distributions 14m
  • Exercise: If two random variables x and y are independent, how is their joint probability expressed?
  • Video class: Joint Probability Distributions: Marginal and Conditional Densities 09m
  • Exercise: How do you compute the marginal density f(x) from a continuous joint PDF f(x,y)?
  • Video class: The Expected Value (Mean) of a Probability Distribution 15m
  • Exercise: Which statement best describes the law of large numbers in terms of sample mean and expected value?
  • Video class: Properties of the Expected Value 10m
  • Exercise: Which statement is true when two random variables x and y are independent?
  • Video class: Variance and Standard Deviation 12m
  • Exercise: Which expression is equivalent to the variance of a random variable x?
  • Video class: Example of Computing the Expectation and Variance of an Exponential Distribution 11m
  • Exercise: For an exponentially distributed random variable T with PDF f(t)=λe^{-λt} (t≥0), what is the variance Var(T)?
  • Video class: Two Examples of Expected Values 15m
  • Exercise: If a new random variable is defined by a linear transformation y = aX + b, how does the variance change?
  • Video class: Markov's Inequality in Probability: First Order Estimates 08m
  • Exercise: What does Markov's inequality state for a non-negative random variable X?
  • Video class: Chebyshev's Inequality in Probability: Second Order Estimates 09m
  • Exercise: What does Chebyshev's inequality state for a random variable with mean \(\mu\) and variance \(\sigma^2\)?
  • Video class: The Law of Large Numbers 12m
  • Exercise: According to the Law of Large Numbers, what happens to the sample mean as the number of independent samples n increases?
  • Video class: The Central Limit Theorem 10m
  • Exercise: According to the Central Limit Theorem, if \(X_1,\dots,X_n\) are iid with mean \(\mu\) and variance \(\sigma^2\), what is the approximate distribution of the sample mean \(\bar X_n\) for large \(n\)?
  • Video class: The Moment Generating Function 21m
  • Exercise: How can the moment generating function (MGF) be used to obtain the n-th moment of a random variable?
  • Video class: Example of The Moment Generating Function 09m
  • Exercise: How can you compute the n-th moment E[X^n] using the moment-generating function M(t)?
  • Video class: The Lebesque Measure in Probability 06m
  • Exercise: Why is the cumulative distribution function (CDF) often easier to work with than the probability density function (PDF)?
  • Video class: Additive Property of the Moment Generating Function 06m
  • Exercise: If X and Y are independent random variables and Z = X + Y, what is the moment-generating function of Z?
  • Video class: Covariance and Correlation in Probability 19m
  • Exercise: Which formula correctly defines the covariance of two random variables X and Y?
  • Video class: Covariance and Correlation: Example with Gaussian Distributions 05m
  • Exercise: In a radially symmetric 2D Gaussian distribution, what is true about the relationship between X and Y?
  • Video class: The Tail Sum Formula in Probability 09m
  • Exercise: What does the tail sum formula express for a non-negative discrete random variable X?
  • Video class: Proof of the Central Limit Theorem 26m
  • Exercise: In the central limit theorem setup described, how is the normalized sum defined so it tends to a standard normal distribution as n becomes large?

This free course includes:

10 hours and 37 minutes of online video course

Digital certificate of course completion (Free)

Exercises to train your knowledge

100% free, from content to certificate

Ready to get started?Download the app and get started today.

Install the app now

to access the course
Icon representing technology and business courses

Over 5,000 free courses

Programming, English, Digital Marketing and much more! Learn whatever you want, for free.

Calendar icon with target representing study planning

Study plan with AI

Our app's Artificial Intelligence can create a study schedule for the course you choose.

Professional icon representing career and business

From zero to professional success

Improve your resume with our free Certificate and then use our Artificial Intelligence to find your dream job.

You can also use the QR Code or the links below.

QR Code - Download Cursa - Online Courses

More free courses at Statistics

Free Ebook + Audiobooks! Learn by listening or reading!

Download the App now to have access to + 5000 free courses, exercises, certificates and lots of content without paying anything!

  • 100% free online courses from start to finish

    Thousands of online courses in video, ebooks and audiobooks.

  • More than 60 thousand free exercises

    To test your knowledge during online courses

  • Valid free Digital Certificate with QR Code

    Generated directly from your cell phone's photo gallery and sent to your email

Cursa app on the ebook screen, the video course screen and the course exercises screen, plus the course completion certificate