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Outline of Probability

Probability is a measure of the likelihood of an event occurring, quantified on a scale of 0 to 1. It is used extensively in statistics, mathematics, science, and philosophy to analyze potential outcomes and complex systems behaviors. Probability theory studies concepts like events, random variables, distributions, independence, and stochastic processes to model real-world randomness mathematically.

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41 views6 pages

Outline of Probability

Probability is a measure of the likelihood of an event occurring, quantified on a scale of 0 to 1. It is used extensively in statistics, mathematics, science, and philosophy to analyze potential outcomes and complex systems behaviors. Probability theory studies concepts like events, random variables, distributions, independence, and stochastic processes to model real-world randomness mathematically.

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danny222
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Outline of probability

Probability is a measure of the likeliness that an event will occur. Probability is used to quantify an attitude
of mind towards some proposition whose truth is 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 is it that the event will
occur?" The certainty that is adopted can be described in terms of a numerical measure, and this number,
between 0 and 1 (where 0 indicates impossibility and 1 indicates certainty) is called the probability.
Probability theory is used extensively in statistics, mathematics, science and philosophy to draw
conclusions about the likelihood of potential events and the underlying mechanics of complex systems.

Introduction
Probability and randomness.

Basic probability
(Related topics: set theory, simple theorems in the algebra of sets)

Events
Events in probability theory
Elementary events, sample spaces, Venn diagrams
Mutual exclusivity

Elementary probability
The axioms of probability
Boole's inequality

Meaning of probability
Probability interpretations
Bayesian probability
Frequency probability

Calculating with probabilities


Conditional probability
The law of total probability
Bayes' theorem

Independence
Independence (probability theory)

Probability theory
(Related topics: measure theory)

Measure-theoretic probability
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
Independence (probability theory)
The Borel–Cantelli lemmas and Kolmogorov's zero–one law

Conditional probability
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

Discrete and continuous random variables


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

Expectation
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
Independent random variables

Some common distributions


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


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

Functions of random variables


Sum of normally distributed random variables
Borel's paradox

Generating functions
(Related topics: integral transforms)

Common generating functions


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

Applications
A proof of the central limit theorem

Convergence of random variables


(Related topics: convergence)

Modes of convergence
Convergence in distribution and convergence in probability,
Convergence in mean, mean square and rth mean
Almost sure convergence
Skorokhod's representation theorem

Applications
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

Some common stochastic processes


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

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

Stochastic differential equations


Stochastic calculus
Diffusions
Brownian motion
Wiener equation
Wiener process

Time series
Moving-average and autoregressive processes
Correlation function and autocorrelation

Martingales
Martingale central limit theorem
Azuma's inequality

See also
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

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