Statistical methods allow us to learn from noisy measurements. In order to do this, we need mathematical models for the random noise. So to understand statistics, it is important to understand some basics of probability.
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Notes on the video: Introduction to Probability: Random Variables
A point to consider for this video:
Common notation for random variables: Random variables are typically denoted by uppercase letters late in the alphabet, such as X. A reference to the particular value that is the observed outcome of a random variable is often denoted by the corresponding lower case letter, such as x.