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Note Set 1: Review of Basic Concepts in Probability

This set of notes is intended as a brief refresher on probability. As a student reading these notes you will likely have seen (in other classes) most or all of the ideas discussed below. Nonetheless, even though these ideas are relatively straightforward, they are the key building blocks for more complex ideas in probabilistic learning. Thus, it is important to be familiar with these ideas in order to understand the material we will be discussing later in the course.