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Probability theory recall
The course builds on your probability theory / statistics knowledge, which is necessary to understand the course material.
If you feel you need to repeat some concepts, I find the material here very useful (both video and text are available): http://www.probabilitycourse.com/videos/videos.php
Specifically, you should review (from the list of video lectures) Chapters 1,3,4, and 6.1.2.