Bayesian Probability

Learn the math behind uncertainty — and how to get rid of it!

Guess Who

Find the Counterfeit Coin

What's the Fastest Language?

Measuring Uncertainty

Information Decreases Uncertainty



A Trit of Information

A Medical Examination

Bayes' Rule

The Monty Hall Problem

The Problem with P-values

The Cause of Bayes' Rule

Course description

Can you put a number on how much you don't know? (Sure you can!) When you learn something new, how should it change your beliefs about how the world works? (It depends!) Is there some formula for that? (Why, yes, there is.) This course gives you tools for managing uncertainty and interpreting information. You will learn cutting edge mathematics like Information Theory, Bayesian Networks and Causal Inference, but without calculations getting in the way. The emphasis is on applying these ideas to deal with the uncertainty in your life.

Topics covered

  • Bayes Rule
  • Bayesian Networks
  • Bits and Trits
  • Causal Inference
  • Coding
  • Compression
  • Entropy
  • Information Theory
  • Monty Hall
  • Mutual Information

Prerequisites and next steps

A basic understanding of probability, including expectation values, will help you understand the concepts in this course. Familiarity with Bayes’ rule will help — but it will be developed in a self-contained way as part of the course.


  • Perplexing Probability