Probability Fundamentals

This lecture covers the basic concepts of probability, including the set of all possible outcomes, elementary events, and events. It explains the intersection and union of events, disjoint events, complements, and conditional probability. The instructor also discusses the laws of probability, such as the complement rule and the addition rule. Furthermore, the lecture delves into concepts like total probability and Bayes' rule, emphasizing the importance of understanding conditional probabilities. The lecture concludes with a detailed explanation of random variables, cumulative distribution functions, and probability density functions, highlighting their significance in probability theory.