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  2. Chain rule (probability) - Wikipedia

    en.wikipedia.org/wiki/Chain_rule_(probability)

    In probability theory, the chain rule [1] (also called the general product rule [2] [3]) describes how to calculate the probability of the intersection of, not necessarily independent, events or the joint distribution of random variables respectively, using conditional probabilities.

  3. Boole's inequality - Wikipedia

    en.wikipedia.org/wiki/Boole's_inequality

    In probability theory, Boole's inequality, also known as the union bound, says that for any finite or countable set of events, the probability that at least one of the events happens is no greater than the sum of the probabilities of the individual events. This inequality provides an upper bound on the probability of occurrence of at least one ...

  4. Inclusion–exclusion principle - Wikipedia

    en.wikipedia.org/wiki/Inclusion–exclusion...

    Venn diagram showing the union of sets A and B as everything not in white. In combinatorics, the inclusion–exclusion principle is a counting technique which generalizes the familiar method of obtaining the number of elements in the union of two finite sets; symbolically expressed as

  5. Event (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Event_(probability_theory)

    In probability theory, an event is a subset of outcomes of an experiment (a subset of the sample space) to which a probability is assigned. [1] A single outcome may be an element of many different events, [2] and different events in an experiment are usually not equally likely, since they may include very different groups of outcomes. [3]

  6. Law of total probability - Wikipedia

    en.wikipedia.org/wiki/Law_of_total_probability

    The term law of total probability is sometimes taken to mean the law of alternatives, which is a special case of the law of total probability applying to discrete random variables. [ citation needed ] One author uses the terminology of the "Rule of Average Conditional Probabilities", [ 4 ] while another refers to it as the "continuous law of ...

  7. Borel–Cantelli lemma - Wikipedia

    en.wikipedia.org/wiki/Borel–Cantelli_lemma

    The probability that X n = 0 occurs for infinitely many n is equivalent to the probability of the intersection of infinitely many [X n = 0] events. The intersection of infinitely many such events is a set of outcomes common to all of them. However, the sum ΣPr(X n = 0) converges to π 2 /6 ≈ 1.645 < ∞, and so the Borel–Cantelli Lemma ...

  8. Union (set theory) - Wikipedia

    en.wikipedia.org/wiki/Union_(set_theory)

    In set theory, the union (denoted by ∪) of a collection of sets is the set of all elements in the collection. [1] It is one of the fundamental operations through which sets can be combined and related to each other. A nullary union refers to a union of zero (⁠ ⁠) sets and it is by definition equal to the empty set.

  9. Algebra of sets - Wikipedia

    en.wikipedia.org/wiki/Algebra_of_sets

    It is the algebra of the set-theoretic operations of union, intersection and complementation, and the relations of equality and inclusion. For a basic introduction to sets see the article on sets, for a fuller account see naive set theory, and for a full rigorous axiomatic treatment see axiomatic set theory.