Probability and Statistics for Machine Learning and Data Science

Published:

This page collects my lecture notes and learning materials in probability, statistics, and applied statistical modeling for machine learning and data science.

My goal is to build a clear and structured reference that connects statistical theory with practical applications such as experimentation, regression, forecasting, and data-driven decision-making.


What this collection covers

This collection is intended to support learning in areas such as:

  • probability foundations,
  • statistical inference,
  • regression analysis,
  • experimental design,
  • time series analysis,
  • applied statistics for data science.

Applied statistics

Experimental design

This lecture note summarizes what I have learned about experimental design, also known as design of experiments (DOE).

Background

The note is based on the following courses:

  • STAT-5303 Experimental Designs offered by Oklahoma State University
  • Design of Experiments Specialization offered by Arizona State University on Coursera

Main references

  • Dean, Voss, and Draguljić (2017), Design and Analysis of Experiments (2nd Edition)
  • Kuehl (2000), Design of Experiments: Statistical Principles of Research Design and Analysis (2nd Edition)
  • Montgomery (2017), Design and Analysis of Experiments (9th Edition)

Time series analysis

This lecture note summarizes what I have learned about time series analysis, an important area of advanced probability and statistics.

Background

The note is based on the following course:

  • STAT-5053 Time Series Analysis offered by Oklahoma State University

Main references

  • Cryer and Chan (2008), Time Series Analysis with Applications in R (2nd Edition)
  • Montgomery, Jennings, and Kulahci (2015), Introduction to Time Series Analysis and Forecasting (2nd Edition)

Planned additions

In the future, I plan to expand this page with additional notes and projects on:

  • probability theory,
  • statistical inference,
  • regression analysis,
  • predictive modeling,
  • and other topics that bridge classical statistics with modern machine learning.

Purpose of this page

This page serves as a public archive of my learning journey in probability and statistics, while also providing a structured reference for readers interested in the mathematical foundations of data science.