Category:Probability theory

A

• ► Algebra of random variables‎ (11 P)

C

• ► Central limit theorem‎ (8 P)

E

• ► Exotic probabilities‎ (1 C, 8 P)

L

• ► Large deviations theory‎ (8 P)

P

• ► Probabilistic inequalities‎ (32 P)

P cont.

• ► Probability distributions‎ (17 C, 31 P, 1 F)
• ► Probability interpretations‎ (20 P)
• ► Probability theorems‎ (1 C, 85 P)
• ► Probability theorists‎ (131 P)
• ► Probability theory paradoxes‎ (16 P)

R

• ► Random matrices‎ (8 P)

S

• ► Stochastic algorithms‎ (2 C, 11 P)
• ► Stochastic processes‎ (17 C, 204 P)

T

• ► Theory of probability distributions‎ (3 C, 68 P)

• Probability theory

*

• Geometric probability

A

• A Treatise on Probability
• Almost surely
• Anscombe transform

B

• B-convex space
• Bayes' theorem
• Bean machine
• Belief propagation
• Benini distribution
• Bernoulli trial
• Bernstein inequalities (probability theory)
• Bhatia–Davis inequality
• Big O in probability notation
• Binomial probability
• Boolean model (probability theory)

C

• Carleman's condition
• Cauchy–Schwarz inequality
• Chain rule (probability)
• Characteristic function (probability theory)
• Chebyshev's inequality
• Coherence (philosophical gambling strategy)
• Collectively exhaustive events
• Complementary event
• Concentration dimension
• Conditional event algebra
• Conditional expectation
• Conditional independence
• Conditional probability
• Conditional probability distribution
• Conditioning (probability)
• Conductance (graph)
• Contiguity
• Contiguity (probability theory)
• Continuity correction
• Convergence of random variables
• Coupling (probability)
• Covariance operator
• Craps principle
• Cue validity

D

• Rollo Davidson Prize
• Dempster–Shafer theory
• Detailed balance
• Dobinski's formula
• Dual total correlation
• Dynkin system

E

• E-net (probability theory)
• Elementary event
• Empirical measure
• Empirical process
• Equiprobable
• Ergodic theory
• Ergodicity
• Event (probability theory)
• Exchangeable random variables
• Exotic probability
• Expected gain
• Expected return
• Experiment (probability theory)

E cont.

• Exponentially equivalent measures

F

• Fuzzy measure theory

G

• Gambler's ruin
• Game of chance
• Generalized normal distribution
• Gibbs state
• Goodman–Nguyen–van Fraassen algebra

H

• Hamburger moment problem
• Hann function
• Hausdorff moment problem
• Heavy-tailed distribution
• Hellinger distance
• Hidden Markov random field
• High-dimensional statistics

I

• Impossibility of a gambling system
• Impossible event
• Imprecise probability
• Inclusion–exclusion principle
• Indecomposable distribution
• Independence (probability theory)
• Independent and identically distributed random variables
• Indicator function
• Infinite divisibility
• Infinite monkey theorem
• Information geometry

K

• Khmaladze transformation
• Kinetic scheme
• Kirkwood approximation
• Kolmogorov's inequality
• Krichevsky–Trofimov estimator

L

• Laplace functional
• Large deviations of Gaussian random functions
• Law of the iterated logarithm
• Law of truly large numbers
• Lebesgue space
• Lévy metric
• Lévy–Prokhorov metric
• Limiting density of discrete points
• Lindeberg's condition
• List of mathematical probabilists
• Littlewood–Offord problem
• Lottery (probability)
• Luce's choice axiom

M

• Marginal distribution
• Marginal likelihood
• Markov blanket
• Markov information source
• Markov random field
• Mean dependence
• Method of moments (probability theory)
• Moment (mathematics)
• Moment problem
• Multiscale decision making
• Multivariate random variable

N

• Nonextensive entropy
• Normalizing constant
• Normally distributed and uncorrelated does not imply independent

O

• Odds

P

• Pairwise independence

P cont.

• Percolation theory
• Poisson random measure
• Polya urn model
• Possibility theory
• Postselection
• Power law
• Pregaussian class
• Principle of indifference
• Probabilistic argumentation
• Probabilistic encryption
• Probability axioms
• Probability interpretations
• Probability mass function
• Probability measure
• Probability space
• Probability vector
• Problem of points
• Proofs of convergence of random variables
• Pseudocount

R

• Random compact set
• Random element
• Random function
• Random matrix
• Random variable
• Rate function
• Regular conditional probability
• Renewal theory
• Risk-neutral measure
• Ruin theory

S

• Sample space
• Schrödinger method
• Schuette–Nesbitt formula
• Seven states of randomness
• Sigma-algebra
• Stability postulate
• Standard probability space
• Stieltjes moment problem
• Stochastic geometry
• Stochastic optimization
• Subjective logic
• Subjectivism
• Sunrise problem
• Survival function

T

• The rich get richer (statistics)
• Total correlation
• Total variation
• Total variation distance of probability measures
• Trigonometric moment problem
• Tsallis entropy
• Typical set

U

• Uncertainty theory
• Uniform integrability
• Unit measure
• Usual hypotheses

V

• Variance

W

• Wald's equation
• Wasserstein metric

Z

• Zero-one law