Statistics 110 — Lecture Notes

Study notes for Harvard's Statistics 110: Probability (Joe Blitzstein), all 34 lectures.
Full lecture playlist on YouTube

Each lecture has a notes page (this set) and a matching plain-text transcript in ../lecture-transcripts/. Notes are organized by theme below, following the course's natural arc from counting through limit theorems and Markov chains.

1. Counting and the Foundations of Probability

Lectures 1–3

L1 Probability and Counting Sample spaces and events, the naive definition and its limits, the multiplication rule, and binomial coefficients.
L2 Story Proofs, Axioms of Probability Sampling with replacement unordered (stars and bars), story proofs, and the two axioms of probability.
L3 Birthday Problem, Properties of Probability The birthday problem, inclusion-exclusion, and de Montmort's matching problem (the 1 − 1/e limit).

2. Conditional Probability

Lectures 4–6

3. Random Variables and Expectation

Lectures 7–11

4. Continuous Random Variables

Lectures 12–16

5. Moments, MGFs, and Joint Distributions

Lectures 17–22

6. More Distributions and Order Statistics

Lectures 23–25

7. Conditional Expectation and Inequalities

Lectures 26–28

8. Limit Theorems, Sampling Distributions, and Markov Chains

Lectures 29–34