Category:Probability theory

M

• [+] Martingale theory (16 P)

P

• [+] Probabilistic inequalities (25 P)
• [+] Probability interpretations (22 P)

P cont.

• [+] Probability theorems (1 C, 52 P)
• [+] Probability theorists (94 P)
• [+] Probability theory paradoxes (16 P)

R

• [+] Random matrices (7 P)

• Probability theory

A

• Additive Markov chain
• Algebra of random variables
• Allais paradox
• Almost surely
• Anomaly time series
• Anscombe transform

B

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

C

• Carleman's condition
• Chain rule (probability)
• Characteristic function (probability theory)
• Chebyshev's inequality
• Checking if a coin is fair
• Coefficient of variation
• Coherence (philosophical gambling strategy)
• Coherence (statistics)
• Collectively exhaustive events
• Comonotonicity
• Complementary event
• Compound Poisson distribution
• Concentration dimension
• Conditional independence
• Conditional event algebra
• Conditional expectation
• Conditional probability
• Conditional probability distribution
• Conditional random field
• Conditioning (probability)
• Conductance (probability)
• Conjugate prior
• Contact process (mathematics)
• Contiguity
• Contiguity space
• Continuity correction
• Continuous probability distribution
• Contraction principle (large deviations theory)
• Convergence of random variables
• Coupling (probability)
• Coupon collector's problem
• Coupon collector's problem (generating function approach)
• Craps principle
• Cue validity
• Cumulant

D

• Dempster–Shafer theory
• Detailed balance
• Discrete probability distribution
• Dobinski's formula
• Doomsday argument
• Dynkin system

E

• Elementary event
• Empirical measure
• Empirical process
• Equiprobable

E cont.

• Ergodic (adjective)
• Ergodic theory
• Estimation of covariance matrices
• Event (probability theory)
• Exchangeable random variables
• Exotic probability
• Expected gain
• Expected return
• Exponentially equivalent measures

F

• Factorial moment generating function
• Fano factor
• Free probability
• Fuzzy measure theory

G

• Gambler's ruin
• Game of chance
• Gaussian random field
• Generalized normal distribution
• Geometric probability
• Gibbs state
• Goodman-Nguyen-van Fraassen algebra
• Good–Turing frequency estimation
• Graphical model

H

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

I

• Illustration of the central limit theorem
• Impossible event
• Imprecise probability
• Inclusion-exclusion principle
• Indecomposable distribution
• Independence (probability theory)
• Independent and identically-distributed random variables
• Indicator function
• Infinite monkey theorem
• Infinite divisibility
• Infinite divisibility (probability)
• Information geometry
• Intrinsic random event

K

• Khmaladze transformation
• Kirkwood approximation
• Kolmogorov's inequality

L

• Laplace principle (large deviations theory)
• Large deviations of Gaussian random functions
• Large deviations theory
• Law of total covariance
• Law of total expectation
• Law of Truly Large Numbers
• Law of the iterated logarithm
• Law of the unconscious statistician
• Law of total cumulance
• Law of total probability
• Law of total variance
• Lebesgue space
• Lévy metric
• Lévy–Prokhorov metric
• Limiting density of discrete points
• Lindeberg's condition
• List of mathematical probabilists
• Littlewood-Offord problem
• Location-scale family
• Logmoment generating function
• Luce's choice axiom

M

• Marginal distribution
• Marginal likelihood
• Markov blanket
• Markov chain
• Markov chain mixing time
• Markov information source
• Markov random field
• Master equation
• Mean difference
• Memorylessness
• Method of moments (probability theory)
• Moment (mathematics)
• Moment problem
• Moment-generating function
• Monotone likelihood ratio
• Multiscale decision making
• Multivariate random variable

N

• Newton–Pepys problem
• Nonextensive entropy
• Normal sequence
• Normalizing constant
• Normally distributed and uncorrelated does not imply independent
• Numerical parameter

O

• Odds

P

• Pairwise independence
• Panjer recursion
• Partition function (mathematics)
• Percolation theory
• Point process
• Poisson random measure
• Polar distribution
• Possibility theory
• Power law
• Pregaussian class
• Principle of indifference
• Probabilistic argumentation
• Probabilistic encryption
• Probabilistic logic
• Probabilistic proofs of non-probabilistic theorems
• Probabilistic voting theory
• Probability axioms
• Probability density function
• Probability distribution function
• Probability interpretations
• Probability mass function
• Probability space
• Probability vector
• Probability-generating function
• Problem of points
• Pseudocount

Q

• Quantile
• Quantum Markov chain

R

• Random coil
• Random compact set
• Random element
• Random field
• Random variable
• Rate function
• Regular conditional probability
• Renewal theory
• Risk-neutral measure
• Ruin theory
• Rule of succession