Probability theory is a branch of mathematics that deals with the analysis of random events and uncertainty. It provides a framework for quantifying the likelihood of various outcomes, which is essential in fields such as artificial intelligence, statistics, and data science. The core concepts include random variables, probability distributions, and the rules governing the combination of probabilities.

A random variable is a variable whose value is determined by the outcome of a random phenomenon. For example, the result of a die roll can be represented as a random variable, with its possible values being the numbers 1 through 6. The set of these possible values is known as the variable’s support ².

Probability theory is foundational for many machine learning methods, including linear regression and Bayesian regression. Understanding these concepts is crucial for effectively applying probabilistic models in real-world scenarios, where uncertainty and randomness are prevalent ¹².

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