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Here is my MWE

\documentclass[letterpaper]{article}

\usepackage{amsmath}


\begin{document}


Using the invariance property of the MLE, we have:
\begin{align}
\begin{math}
\phi = f(\hat{\theta})Pr(Y_1 = 1) &= Pr(X_i > 0) \\
&= 1 - Pr(X_i < 0) \\
&= 1 - Pr(X_i - \theta< -\theta) \\
&= 1 - Pr ...

I'm brand new to LaTeX so most errors are gibberish to me. I'm using the algorithme2e package and getting errors like this.
You can't use '\prevdepth' in restricted horizontal mode.
\no interlineskp -> \prevdepth
Along come messages about inserting $ , which I don't understand because I think I've ...