What Is Probability?

Last Updated on November 29, 2019

Uncertainty involves making decisions with incomplete information, and this is the way we generally operate in the world.

Handling uncertainty is typically described using everyday words like chance, luck, and risk.

Probability is a field of mathematics that gives us the language and tools to quantify the uncertainty of events and reason in a principled manner.

In this post, you will discover a gentle introduction to probability.

After reading this post, you will know:

  • Certainty is unusual and the world is messy, requiring operating under uncertainty.
  • Probability quantifies the likelihood or belief that an event will occur.
  • Probability theory is the mathematics of uncertainty.

Kick-start your project with my new book Probability for Machine Learning, including step-by-step tutorials and the Python source code files for all examples.

Let’s get started.

  • Updated Sept/2019: Fixed typo in odds to probability conversion (thanks Michael).
What Is Probability?

What Is Probability?
Photo by Emma Jane Hogbin Westby, some rights reserved.


This tutorial is divided into four parts; they are:

  1. Uncertainty is Normal
  2. Probability
    To finish reading, please visit source site