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Graphs of probability P of not observing independent events each of probability p after n Bernoulli trials vs np for various p.Three examples are shown: Blue curve: Throwing a 6-sided die 6 times gives a 33.5% chance that 6 (or any other given number) never turns up; it can be observed that as n increases, the probability of a 1/n-chance event never appearing after n tries rapidly converges to ...
The measurable space and the probability measure arise from the random variables and expectations by means of well-known representation theorems of analysis. One of the important features of the algebraic approach is that apparently infinite-dimensional probability distributions are not harder to formalize than finite-dimensional ones.
We find the desired probability density function by taking the derivative of both sides with respect to . Since on the right hand side, appears only in the integration limits, the derivative is easily performed using the fundamental theorem of calculus and the chain rule. (Note the negative sign that is needed when the variable occurs in the ...
In mathematics, the multiplication theorem is a certain type of identity obeyed by many special functions related to the gamma function. For the explicit case of the gamma function, the identity is a product of values; thus the name.
The proposition in probability theory known as the law of total expectation, [1] the law of iterated expectations [2] (LIE), Adam's law, [3] the tower rule, [4] and the smoothing theorem, [5] among other names, states that if is a random variable whose expected value is defined, and is any random variable on the same probability space, then
Berry–Esséen theorem (probability theory) Bertini's theorem (algebraic geometry) Bertrand–Diquet–Puiseux theorem (differential geometry) Bertrand's ballot theorem (probability theory, combinatorics) Bertrand's postulate (number theory) Besicovitch covering theorem (mathematical analysis) Betti's theorem ; Beurling–Lax theorem (Hardy ...
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