Probability has a dual aspect: on the one hand the likelihood of hypotheses given the evidence for them, and on the other hand the behavior of stochastic processes such as the throwing of dice or coins.
Total variation
In mathematics, the total variation identifies several slightly different concepts, related to the (local or global) structure of the codomain of a function or a measure.
Gaussian process
In probability theory and statistics, a Gaussian process is a statistical model where observations occur in a continuous domain, e.
Benford's law
Benford's law, also called the first-digit law, is an observation about the frequency distribution of leading digits in many real-life sets of numerical data.
Entropy (information theory)
In information theory, systems are modeled by a transmitter, channel, and receiver.
Inclusion–exclusion principle
In combinatorics (combinatorial mathematics), the inclusion–exclusion principle is a counting technique which generalizes the familiar method of obtaining the number of elements in the union of two finite sets; symbolically expressed as The principle is more clearly seen in the case of three sets, which for the sets A, B and C is given by Generalizing the results of these examples gives the principle of inclusion–exclusion.
Probability axioms
In Kolmogorov's probability theory, the probability P of some event E, denoted , is usually defined such that P satisfies the Kolmogorov axioms, named after the Russian mathematician Andrey Kolmogorov, which are described below.
Probability density function
In probability theory, a probability density function (PDF), or density of a continuous random variable, is a function that describes the relative likelihood for this random variable to take on a given value.
Standard deviation
In statistics, the standard deviation (SD, also represented by the Greek letter sigma σ or the Latin letter s) is a measure that is used to quantify the amount of variation or dispersion of a set of data values.
Lebesgue integration
In mathematics, the integral of a non-negative function of a single variable can be regarded, in the simplest case, as the area between the graph of that function and the x-axis.
Gauss–Markov theorem
In statistics, the Gauss–Markov theorem, named after Carl Friedrich Gauss and Andrey Markov, states that in a linear regression model in which the errors have expectation zero and are uncorrelated and have equal variances, the best linear unbiased estimator (BLUE) of the coefficients is given by the ordinary least squares (OLS) estimator.
Stable distribution
In probability theory, a distribution is said to be stable (or a random variable is said to be stable) if a linear combination of two independent copies of a random sample has the same distribution, up to location and scale parameters.
Stochastic
A stochastic event or system is one that is unpredictable because of a random variable.
Conditional independence
In probability theory, two events R and B are conditionally independent given a third event Y precisely if the occurrence or non-occurrence of R and the occurrence or non-occurrence of B are independent events in their conditional probability distribution given Y.
Uncertainty theory
Uncertainty theory is a branch of mathematics based on normality, monotonicity, self-duality, countable subadditivity, and product measure axioms.
Typical set
In information theory, the typical set is a set of sequences whose probability is close to two raised to the negative power of the entropy of their source distribution.
Conditional dependence
In probability theory, conditional dependence is a relationship between two or more events that are dependent when a third event occurs.