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Outline of probability
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Main page Probability is a measure of the likeliness that an event will occur. Probability is used to quantify an attitude of mind towards some proposition of whose truth we
Contents are not certain. The proposition of interest is usually of the form "A specific event will occur." The attitude of mind is of the form "How certain are we that the
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event will occur?" The certainty we adopt can be described in terms of a numerical measure and this number, between 0 and 1 (where 0 indicates impossibility
Current events
and 1 indicates certainty), we call probability. Probability theory is used extensively in statistics, mathematics, science and philosophy to draw conclusions about
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the likelihood of potential events and the underlying mechanics of complex systems.
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Contents [hide]
Interaction 1 Introduction
Help 2 Basic probability
About Wikipedia 3 Probability theory
Community portal 4 Random variables
Recent changes
5 Generating functions
Contact page
6 Convergence of random variables
Tools 7 Stochastic processes
What links here 8 See also
Related changes
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Special pages Introduction [ edit ]
Permanent link
Probability and randomness.
Page information
Wikidata item
Cite this page Basic probability [ edit ]

Print/export (Related topics: set theory, simple theorems in the algebra of sets)
Create a book
Download as PDF Events [ edit ]
Printable version Events in probability theory

Languages
Elementary events, sample spaces, Venn diagrams
Add links Mutual exclusivity

Elementary probability [ edit ]

The axioms of probability

Boole's inequality

Meaning of probability [ edit ]

Probability interpretations
Bayesian probability
Frequency probability

Calculating with probabilities [ edit ]

Conditional probability
The law of total probability
Bayes' theorem

Independence [ edit ]

Independence (probability theory)

Probability theory [ edit ]

(Related topics: measure theory)

Measure-theoretic probability [ edit ]

Sample spaces, σ-algebras and probability measures

Probability space
Sample space
Standard probability space
Random element
Random compact set
Dynkin system
Probability axioms
Event (probability theory)
Complementary event
Elementary event
"Almost surely"

Independence [ edit ]

Independence (probability theory)

The Borel–Cantelli lemmas and Kolmogorov's zero–one law

Conditional probability [ edit ]

Conditional probability
Conditioning (probability)
Conditional expectation
Conditional probability distribution
Regular conditional probability
Disintegration theorem
Bayes' theorem
Rule of succession
Conditional independence
Conditional event algebra
Goodman–Nguyen–van Fraassen algebra

Random variables [ edit ]

Discrete and continuous random variables [ edit ]

Discrete random variables: Probability mass functions

Continuous random variables: Probability density functions
Normalizing constants
Cumulative distribution functions
Joint, marginal and conditional distributions

Expectation [ edit ]

Expectation (or mean), variance and covariance

Jensen's inequality
General moments about the mean
Correlated and uncorrelated random variables
Conditional expectation:
law of total expectation, law of total variance
Fatou's lemma and the monotone and dominated convergence theorems
Markov's inequality and Chebyshev's inequality

Independence [ edit ]

Independent random variables

Some common distributions [ edit ]

Discrete:
constant (see also degenerate distribution),
Bernoulli and binomial,
negative binomial,
(discrete) uniform,
geometric,
Poisson, and
hypergeometric.
Continuous:
(continuous) uniform,
exponential,
gamma,
beta,
normal (or Gaussian) and multivariate normal,
χ-squared (or chi-squared),
F-distribution,
Student's t-distribution, and
Cauchy.

Some other distributions [ edit ]

Cantor
Fisher–Tippett (or Gumbel)
Pareto
Benford's law

Functions of random variables [ edit ]

Sums of random variables

General functions of random variables
Borel's paradox

Generating functions [ edit ]

(Related topics: integral transforms)

Common generating functions [ edit ]

Probability-generating functions
Moment-generating functions
Laplace transforms and Laplace–Stieltjes transforms
Characteristic functions

Applications [ edit ]

A proof of the central limit theorem

Random sums of random variables

Convergence of random variables [ edit ]

(Related topics: convergence)

Modes of convergence [ edit ]

Convergence in distribution and convergence in probability,

Convergence in mean, mean square and rth mean
Almost sure convergence
Skorokhod's representation theorem

Applications [ edit ]

Central limit theorem and Laws of large numbers

Illustration of the central limit theorem and a 'concrete' illustration
Berry–Esséen theorem
Law of the iterated logarithm

Stochastic processes [ edit ]

Some common stochastic processes [ edit ]

Random walk
Poisson process
Compound Poisson process
Wiener process
Geometric Brownian motion
Fractional Brownian motion
Brownian bridge
Ornstein–Uhlenbeck process
Gamma process

Markov processes [ edit ]

Markov property
Branching process
Galton–Watson process
Markov chain
Examples of Markov chains
Population processes
Applications to queueing theory
Erlang distribution

Stochastic differential equations [ edit ]

Stochastic calculus
Diffusions
Brownian motion
Wiener equation
Wiener process

Time series [ edit ]

Moving-average and autoregressive processes

Correlation function and autocorrelation

Martingales [ edit ]

Martingale central limit theorem

Azuma's inequality

See also [ edit ]

Catalog of articles in probability theory

Glossary of probability and statistics
Notation in probability and statistics
List of mathematical probabilists
List of probability distributions
List of probability topics
List of scientific journals in probability
Timeline of probability and statistics
Topic outline of statistics

V·T·E Outlines [hide]

General reference
Culture and the arts · Geography and places · Health and fitness · History and events · Mathematics and logic · Natural and physical sciences · People and self ·
Philosophy and thinking · Religion and belief systems · Society and social sciences · Technology and applied sciences

Categories: Wikipedia outlines Probability Mathematics-related lists Statistics-related lists

This page was last edited on 18 September 2018, at 21:00 (UTC).

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