Category

Theorems in statistics

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theorem describing the probability of an event based on prior knowledge of conditions that might be related to the event

law of large numbers

theorem that describes the result of performing the same experiment a large number of times

central limit theorem

key theorem in probability theory

Gauss–Markov theorem

statistics theorem that ordinary least squares is the best linear unbiased estimator under certain conditions

Shannon–Hartley theorem

theorem that tells the maximum rate at which information can be transmitted

identity in Itô calculus analogous to the chain rule

Neyman–Pearson lemma

approach in statistical testing

Slutsky's theorem

theorem in probability theory

Rao–Blackwell theorem

law of the iterated logarithm

Cochran's theorem

theorem used to justify the appearance of chi-squared distributions in ANOVA

Lévy's continuity theorem

result in probability theory

Berry–Esseen theorem

theorem describing the rate at which the probability distribution of the scaled mean of a random sample converges to a normal distribution as the sample size increases

optional stopping theorem

martingale's expected value at a stopping time equals its initial expected value

Karhunen–Loève theorem

theory of stochastic processes

Glivenko–Cantelli theorem

theorem that derivates of the laws of probability from a certain set of postulates

Skorokhod's representation theorem

Le Cam's theorem

probability theorem

Continuous Mapping Theorem

probability theorem

Donsker's theorem

Statement in probability theory

Frisch–Waugh–Lovell theorem

Theorem in statistics and econometrics

Lehmann–Scheffé theorem

law of total variance

theorem of stationary processes

Bochner's theorem

theorem of Fourier transforms of Borel measures

Fisher–Tippett–Gnedenko theorem

theorem in statistics

Aumann's agreement theorem

theorem in game theory about whether rational agents can agree to disagree

Bruck–Ryser–Chowla theorem

a result on the combinatorics of block designs