Joint & Conditional Probability
Shrink a two-way table of emails to one row or column and read joint, marginal, and conditional probability off the same cells by swapping the denominator, factor any joint two ways with the product rule, test independence by checking whether the conditional equals the marginal, and see why `P(spam | free money)` and `P(free money | spam)` are two different numbers.
Bayes' Theorem
Rearrange the product rule into Bayes' theorem, `P(A|B) = P(B|A)·P(A)/P(B)`, read its four pieces (prior, likelihood, posterior, evidence) off a medical-test grid, build the evidence from the law of total probability, watch a rare base rate drag an 80%-accurate positive down to a 7.5% chance of disease, and feed each posterior back as the next prior.
Maximum Likelihood Estimation
Slide a single knob until the data you already collected becomes as probable as it can be, and read that peak as the estimate: a coin's bias is heads over flips, a bell's centre is the sample average. See why likelihood fixes the data and varies the parameter, why the log-likelihood shares the same peak while surviving huge datasets, and why the whole method is Bayes' theorem with the prior deleted.
Central Limit Theorem
Average random samples from any lopsided population and pile the averages into a bell centred on the true mean, set its width with `σ/√n` so four times the data only halves it, and separate the three distributions in play so only the sample averages turn normal, never the raw data.