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This lecture covers the fundamental concepts of probability and statistics, including the distinction between them, interesting results, the standard model, image processing, probability spaces, combinatorics, conditional probability, random variables, and statistical testing. It also delves into the significance level, multiple testing, association studies, and the receiver operating characteristic curve. The lecture emphasizes the importance of understanding the properties of expectation, moments, conditional distributions, generating functions, and joint random variables. It concludes with discussions on approximation, convergence, inequalities, the central limit theorem, and statistical methods. Various examples and practical applications are provided throughout the lecture.