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  2. Probability theory - Wikipedia

    en.wikipedia.org/wiki/Probability_theory

    Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations , probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms .

  3. Convolution of probability distributions - Wikipedia

    en.wikipedia.org/wiki/Convolution_of_probability...

    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.

  4. Probability - Wikipedia

    en.wikipedia.org/wiki/Probability

    Probability is the branch of mathematics and statistics concerning events and numerical descriptions of how likely they are to occur. The probability of an event is a number between 0 and 1; the larger the probability, the more likely an event is to occur. [note 1] [1] [2] This number is often expressed as a percentage (%), ranging from 0% to ...

  5. Multiplication theorem - Wikipedia

    en.wikipedia.org/wiki/Multiplication_theorem

    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 ...

  6. Glossary of probability and statistics - Wikipedia

    en.wikipedia.org/wiki/Glossary_of_probability...

    Also confidence coefficient. A number indicating the probability that the confidence interval (range) captures the true population mean. For example, a confidence interval with a 95% confidence level has a 95% chance of capturing the population mean. Technically, this means that, if the experiment were repeated many times, 95% of the CIs computed at this level would contain the true population ...

  7. Experiment (probability theory) - Wikipedia

    en.wikipedia.org/wiki/Experiment_(probability...

    In probability theory, an experiment or trial (see below) is any procedure that can be infinitely repeated and has a well-defined set of possible outcomes, known as the sample space. [1] An experiment is said to be random if it has more than one possible outcome, and deterministic if it has only one.

  8. 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 ...

  9. Probability axioms - Wikipedia

    en.wikipedia.org/wiki/Probability_axioms

    The standard probability axioms are the foundations of probability theory introduced by Russian mathematician Andrey Kolmogorov in 1933. [1] These axioms remain central and have direct contributions to mathematics, the physical sciences, and real-world probability cases. [2] There are several other (equivalent) approaches to formalising ...