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Free probability is a mathematical theory that studies non-commutative random variables. The "freeness" or free independence property is the analogue of the classical notion of independence , and it is connected with free products .
This is a list of probability topics. It overlaps with the (alphabetical) list of statistical topics. There are also the outline of probability and catalog of articles in probability theory. For distributions, see List of probability distributions. For journals, see list of probability journals.
Therefore, the behavior of the different operators of the probability distribution, such as expected values, variances, covariances, and moments, may be different from that observed for the random variable using symbolic algebra. It is possible to identify some key rules for each of those operators, resulting in different types of algebra for ...
The Rademacher distribution, which takes value 1 with probability 1/2 and value −1 with probability 1/2. The binomial distribution, which describes the number of successes in a series of independent Yes/No experiments all with the same probability of success.
The term algebra is derived from the Arabic word al-jabr meaning 'the reunion of broken parts' that he used for naming one of these methods in the title of his main treatise. [31] [32] Algebra became an area in its own right only with François Viète (1540–1603), who introduced the use of variables for representing unknown or unspecified ...
That is, the probability function f(x) lies between zero and one for every value of x in the sample space Ω, and the sum of f(x) over all values x in the sample space Ω is equal to 1. An event is defined as any subset of the sample space . The probability of the event is defined as
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