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Rule of replacement [ edit ] In standard truth-functional propositional logic, distribution [ 3 ] [ 4 ] in logical proofs uses two valid rules of replacement to expand individual occurrences of certain logical connectives , within some formula , into separate applications of those connectives across subformulas of the given formula.
List of convolutions of probability distributions – the probability measure of the sum of independent random variables is the convolution of their probability measures. Law of total expectation; Law of total variance; Law of total covariance; Law of total cumulance; Taylor expansions for the moments of functions of random variables; Delta method
The probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of independent random variables is the convolution of their corresponding probability mass functions or probability density functions respectively.
In probability theory and statistics, the law of the unconscious statistician, or LOTUS, is a theorem which expresses the expected value of a function g(X) of a random variable X in terms of g and the probability distribution of X. The form of the law depends on the type of random variable X in question.
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 ...
Note that the subtraction identity is not defined if =, since the logarithm of zero is not defined. Also note that, when programming, a {\displaystyle a} and c {\displaystyle c} may have to be switched on the right hand side of the equations if c ≫ a {\displaystyle c\gg a} to avoid losing the "1 +" due to rounding errors.