Notes from MATH 411 — Mathematical Probability at Texas A&M. Based off of lectures by Dr. Alexandru Hening, and Introduction to Probability by D. Anderson, T. Seppalainen, and B. Valko.


  • Continuous Probability and Event Decomposition
  • Inclusion Exclusion and Random Variables
  • Probability Mass Function and Conditional Probability
  • Bayes and Independence
  • Independence and Random Variables
  • Discrete Distributions
  • Conditional Independence and Continuous Random Variables
  • Continuous Random Variables and Distributions