Writing

2026

Three Underrated Theorems in Probability

Probability theory has a few results that receive most of the attention: the central limit theorem, Bayes’ rule, the law of large numbers. These are foundational and rightly so. But there are other theorems that quietly shape how statisticians and machine learning researchers think about convergence, uncertainty, and estimation, yet rarely appear in standard courses. Here are three that I have found particularly useful.