- Random variables - Probability distribution functions (PDFs) - Mean, Variance, Standard Deviation - Covariance and Correlation - Bayes Theorem - Linear Regression and Ordinary Least Squares (OLS) - Gauss-Markov Theorem - Parameter properties (Bias, Consistency, Efficiency) - Confidence intervals - Hypothesis testing - Statistical significance - Type I & Type II Errors - Statistical tests (Student's t-test, F-test) - p-value and its limitations - Inferential Statistics - Central Limit Theorem & Law of Large Numbers - Dimensionality reduction techniques (PCA, FA)