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  2. 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 ...

  3. Event (probability theory) - Wikipedia

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

    An event, however, is any subset of the sample space, including any singleton set (an elementary event), the empty set (an impossible event, with probability zero) and the sample space itself (a certain event, with probability one). Other events are proper subsets of the sample space that contain multiple elements. So, for example, potential ...

  4. 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.

  5. Inclusion–exclusion principle - Wikipedia

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

    The formula expresses the fact that the sum of the sizes of the two sets may be too large since some elements may be counted twice. The double-counted elements are those in the intersection of the two sets and the count is corrected by subtracting the size of the intersection.

  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. 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.