Skip to content

Probability Distributions

Year 1 · Block 2b · Probability and statistics

From joint distributions and MGFs through conditional expectation to laws of large numbers and normal approximations.

  • 7 weeks
  • 59 concept pages

Practise

Review in Concept FinderCheck yourself on the whole course, or one week at a time.

Weeks

1Discrete joint distributions and MGFs38 concepts

Review week 1 in Concept Finder 38 concepts

2Continuous joint distributions and dependence21 concepts

Review week 2 in Concept Finder 21 concepts

3Transformations, convolution, and order statistics6 concepts

Review week 3 in Concept Finder 6 concepts

4Conditional expectation7 concepts

Review week 4 in Concept Finder 7 concepts

6Conditional variance and background information5 concepts

Review week 6 in Concept Finder 5 concepts

7Inequalities and laws of large numbers10 concepts

Review week 7 in Concept Finder 10 concepts

8Distributional limits and normal approximations4 concepts

Review week 8 in Concept Finder 4 concepts

Supporting concepts2 concepts

Concepts appear in the week that introduces them, foundations first. A course name after a concept marks a page from another course used that week.

More about this course

Before you startEarlier concepts these pages use most. If a step feels unfamiliar, revisit them first.3 courses
Probability Theory for EOR
Math I: Calculus

Also: Taylor Series (Math III: Analysis)

Where it leadsLater courses on the wiki that build on these concepts.2 courses
Risk Insurance
Life Insurance
See it in GalaxyThis course among all the wiki's concepts
How to read this courseNotation, shared pages and conventions

Notation: q=1−pq=1-p; geometric variables count failures before success; exponential and gamma parameters are rates; the second normal parameter is variance.

A density is fixed only up to its values on a set of zero length (zero area for joint densities), for example at finitely many points: changing it there changes no probability. Identities between densities on these pages therefore hold except possibly on such a set.

The course has no separate Week 5 concept list; its week numbering is kept.

For teachers and tutorsPrepare the connections for your next explanation

Choose a concept for your next explanation. Review its recorded foundations and later uses, then check the concept page's sources against your own course material.

Prepare a week ↗

The workbench uses published prerequisite links. It describes concept relationships; class performance and teaching coverage need separate evidence.

Aliases: PD

Last updated: 26 October 2026 00:09