Outline of probability

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Probability is the likelihood or chance that something is the case or will happen. 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.

The following outline is provided as an overview and guide to the variety of topics included within the subject of probability.

Introduction[edit]

Basic probability[edit]

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

Events[edit]

Elementary probability[edit]

Meaning of probability[edit]

Calculating with probabilities[edit]

Independence[edit]

Probability theory[edit]

(Related topics: measure theory)

Measure-theoretic probability[edit]

Independence[edit]

Conditional probability[edit]

Random variables[edit]

Discrete and continuous random variables[edit]

Expectation[edit]

Independence[edit]

Some common distributions[edit]

Some other distributions[edit]

Functions of random variables[edit]

Generating functions[edit]

(Related topics: integral transforms)

Common generating functions[edit]

Applications[edit]

Convergence of random variables[edit]

(Related topics: convergence)

Modes of convergence[edit]

Applications[edit]

Stochastic processes[edit]

Some common stochastic processes[edit]

Markov processes[edit]

Stochastic differential equations[edit]

Time series[edit]

Martingales[edit]

See also[edit]