All of Probability: Basic Bounds, LLN & CLT

This lecture covers the fundamental concepts of probability theory, including basic bounds, the Law of Large Numbers (LLN), and the Central Limit Theorem (CLT). Starting with the definition of basic bounds, the instructor explains the LLN and its application in probability theory. The lecture then delves into the CLT, illustrating how it establishes the convergence of the sample mean to a normal distribution. Through various examples and derivations, students will gain a comprehensive understanding of these key probabilistic concepts.