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Probability theory

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probability theory
branch of mathematics concerning probability
probability density function
function whose integral over a region describes the probability of an event occurring in that region
Pascal's Wager
argument that posits that humans bet with their lives that God either exists or does not
indicator function
function that returns 1 if an element is present in a specified subset and 0 if absent; naturally isomorphic with a set's subsets
probability axioms
axioms that are relevant to the probability theory
inclusion–exclusion principle
counting technique in combinatorics
central tendency
statistical value representing the center or average of a distribution
almost surely
event that happens with probability one
random matrix
matrix-valued random variable
deterministic system
mathematical or physical system whose future states are not affected by random chance
Dynkin system
Family closed under complements and countable unions of disjoint sets
Law of truly large numbers
law of truly large numbers is of statistics, with a large enough number of samples, any outrageous thing is likely to be observed
chain rule
rule in probability
principle of indifference
in probability theory, a rule for assigning epistemic probabilities
filtration
model of information available at a given point of a random process
Lévy–Prokhorov metric
certain metric on space of finite measures
probability vector
vector with non-negative entries that add up to one
Possibility theory
mathematical theory for dealing with certain types of uncertainty and is an alternative to probability theory
probability interpretation
philosophical interpretation of the axioms of probability
Wald's equation
theorem
Geometric probability
mathematical concept
additive process
continuous in probability stochastic process with independent increments
Cramér's theorem
theorem on normal random variables
additive smoothing
statistical technique for smoothing categorical data
set-theoretic limit
in mathematics, notion of limit for sequences of sets