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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. Conditional probability - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability

    A is assumed to be the set of all possible outcomes of an experiment or random trial that has a restricted or reduced sample space. The conditional probability can be found by the quotient of the probability of the joint intersection of events A and B, that is, (), the probability at which A and B occur together, and the probability of B: [2 ...

  4. 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]

  5. 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 ...

  6. Bernoulli trial - Wikipedia

    en.wikipedia.org/wiki/Bernoulli_trial

    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 ...

  7. 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 ...

  8. Probability space - Wikipedia

    en.wikipedia.org/wiki/Probability_space

    For example, the probability of the union of the mutually exclusive events and in the random experiment of one coin toss, (), is the sum of probability for and the probability for , () + (). Second, the probability of the sample space Ω {\displaystyle \Omega } must be equal to 1 (which accounts for the fact that, given an execution of the ...

  9. Bertrand paradox (probability) - Wikipedia

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

    The Bertrand paradox is a problem within the classical interpretation of probability theory. Joseph Bertrand introduced it in his work Calcul des probabilités (1889) [1] as an example to show that the principle of indifference may not produce definite, well-defined results for probabilities if it is applied uncritically when the domain of possibilities is infinite.