List of probability topics 408108 218375063 2008-06-10T10:54:21Z 193.74.217.162 /* Stochastic processes */ This is a '''list of probability topics''', by Wikipedia page. It overlaps with the (alphabetical) [[list of statistical topics]]. There are also the [[list of probabilists]] and [[list of statisticians]]. ==General aspects== *[[Probability]] *[[Randomness]], [[Pseudorandomness]], [[Quasirandom]] *[[Randomization]], [[hardware random number generator]] *[[Random number generator]] *[[Random sequence]] *[[Coin flipping]]/tossing; [[checking if a coin is biased]] *[[Uncertainty]] *[[Statistical dispersion]] *[[Observational error]] *[[Average]] *[[Probability interpretations]] *[[Markovian]] *[[Statistical regularity]] *[[Central tendency]] *[[Bean machine]] *[[Relative frequency]] *[[Frequency probability]] *[[Maximum likelihood]] *[[Bayesian probability]] *[[Principle of indifference]] *[[Cox's theorem]] *[[Principle of maximum entropy]] *[[Information entropy]] *[[Urn problem]]s *[[Extractor]] *[[Aleatoric]], [[aleatoric music]] *[[Free probability]] *[[Exotic probability]] *[[Schrödinger method]] *[[Kolmogorov's zero-one law]] *[[Hewitt-Savage zero-one law]] ==Foundations of probability theory== *[[Probability theory]] *[[Sample space]] *[[Probability space]] *[[Probability axioms]] *[[Normalizing constant]] *[[Event (probability theory)]] **[[Complementary event]] *[[Elementary event]] *[[Mutually exclusive]] *[[Boole's inequality]] *[[Probability density function]] *[[Cumulative distribution function]] *[[Law of total cumulance]] *[[Law of total expectation]] *[[Law of total probability]] *[[Law of total variance]] *[[Almost surely]] *[[Cox's theorem]] *[[Edwin Thompson Jaynes]] *[[Bayesianism]] *[[Prior probability]] *[[Posterior probability]] *[[Borel's paradox]] *[[Bertrand's paradox (probability)|Bertrand's paradox]] *[[Coherence (philosophical gambling strategy)]] *[[Dutch book]] *[[Algebra of random variables]] *[[Belief propagation]] *[[Transferable belief model]] *[[Dempster-Shafer theory]] *[[Possibility theory]] ==[[Random variable]]s== *[[Discrete random variable]] **[[Probability mass function]] *[[Constant random variable]] *[[Expected value]] **[[Jensen's inequality]] *[[Variance]] **[[Standard deviation]] **[[Geometric standard deviation]] *[[Moment (mathematics)]] **[[Moment about the mean]] **[[Standardized moment]] ***[[Skewness]] ***[[Kurtosis]] ***[[Locality (statistics)|Locality]] **[[Cumulant]] **[[Factorial moment]] **[[Moment problem]] *[[Multivariate random variable]] *[[Independent identically-distributed random variables]] *[[Statistical independence]] **[[Conditional independence]] **[[Pairwise independence]] **[[Covariance]] **[[Covariance matrix]] **[[De Finetti's theorem]] *[[Correlation]] **[[Uncorrelated]] **[[Correlation function]] *[[Canonical correlation]] *[[Convergence of random variables]] **[[Weak convergence of measures]] *[[Markov's inequality]] *[[Chebyshev's inequality]] *[[Chernoff's inequality]] *[[Laws of large numbers]] **[[Asymptotic equipartition property]] **[[Typical set]] *[[Random field]] *[[Borel-Cantelli lemma]] *[[Wick product]] ==[[Conditional probability]]== *[[Conditional expectation]] *[[Conditional distribution]] *[[Marginal distribution]] *[[Bayes' theorem]] *[[de Finetti's theorem]] *[[Rule of succession]] *[[Conditional independence]] ==[[Probability distribution]]s== *[[Bose-Einstein statistics]] *[[Bernoulli distribution]] **[[Bernoulli trial]] *[[Beta distribution]] *[[Binomial distribution]] *[[Cantor distribution]] *[[Cauchy distribution]] **[[McCullagh's parametrization of the Cauchy distributions]] *[[Chi-square distribution]] *[[Continuity correction]] *[[Copula (statistics)]] *[[Coupon collector's problem]] *[[Degenerate distribution]] *[[Dirichlet distribution]] *[[Erlang distribution]] *[[Exponential distribution]] **[[Exponential family]] *[[F-distribution]] *[[Fermi-Dirac statistics]] *[[Fisher-Tippett distribution]] *[[Gamma distribution]] *[[Geometric distribution]] *[[Graphical model]] *[[Hypergeometric distribution]] *[[Lévy distribution]] *[[Levy skew alpha-stable distribution]] *[[Maxwell-Boltzmann statistics]] *[[Moment (mathematics)]] **[[Moment about the mean]] **[[Standardized moment]] ***[[Skewness]] ***[[Kurtosis]] ***[[Locality (statistics)|Locality]] **[[Cumulant]] **[[Factorial moment]] **[[Expected value]] **[[Variance]] **[[An inequality on location and scale parameters]] **[[Taylor expansions for the moments of functions of random variables]] *[[Multinomial distribution]] *[[Negative binomial distribution]] *[[Negative hypergeometric distribution]] *[[Normal distribution]], also called the Gaussian distribution **[[Error function]] **[[Multivariate normal distribution]] **[[Matrix normal distribution]] *[[Memorylessness]] *[[Pareto distribution]] *[[Phase-type distribution]] *[[Poisson distribution]] **[[Compound Poisson distribution]] *[[Prior probability distribution]] *[[Stability (probability)|stable distributions]] *[[Student's t-distribution]] *[[Total variation|Total variation distance]] *[[Triangular distribution]] *[[Weibull distribution]] *[[Wigner semicircle distribution]] *[[Wishart distribution]] *[[Zeta distribution]] *[[Infinite divisibility|Infinitely divisible distribution]] *[[Indecomposable distribution]] == Properties of probability distributions == *[[Central limit theorem]] **[[Illustration of the central limit theorem]] **[[Concrete illustration of the central limit theorem]] **[[Berry-Esseen theorem|Berry-Esséen theorem]] *[[Martingale central limit theorem]] *[[Characteristic function (probability theory)]] *[[Edgeworth series]] *[[Helly-Bray theorem]] *[[Limit theorem]] *[[Location parameter]] *[[Maxwell's theorem]] *[[Moment-generating function]] *[[Probability-generating function]] *[[Vysochanskiï-Petunin inequality]] *[[Mutual information]] *[[Kullback-Leibler divergence]] *[[Normally distributed and uncorrelated does not imply independent]] *[[Le Cam's theorem]] *[[Stability (probability)]] ==[[Applied probability]]== *''Empirical findings'' **[[Benford's law]] **[[Pareto principle]] **[[Zipf's law]] ==[[Stochastic process]]es== *[[Adapted process]] *[[Bernoulli process]] **[[Bernoulli scheme]] *[[Branching process]] *[[Brownian motion]] **[[Geometric Brownian motion]] **[[Wiener equation]] *[[Chapman-Kolmogorov equation]] *[[Chinese restaurant process]] *[[Coupling (probability)]] *[[Ergodic theory]] *[[Galton-Watson process]] *[[Gauss-Markov process]] *[[Gaussian process]] *[[Girsanov's theorem]] *[[Itô's lemma]] *[[Law of the iterated logarithm]] *[[Lévy flight]] *[[Lévy process]] *[[Loop-erased random walk]] *[[Markov chain]] **[[Continuous-time Markov process]] **[[Examples of Markov chains]] *[[Markov property]] **[[Hidden Markov model]] *[[Martingale (probability theory)|Martingale]] **[[Martingale representation theorem]] **[[Azuma's inequality]] **[[Wald's equation]] *[[Poisson process]] *[[Population process]] *[[Process with independent increments]] *[[Progressively measurable process]] *[[Queueing theory]] **[[Erlang unit]] *[[Random walk]] *[[Random walk Monte Carlo]] *[[Skorokhod's embedding theorem]] *[[Stationary process]] *[[Stochastic calculus]] **[[Itô calculus]] **[[Malliavin calculus]] **[[Stratonovich integral]] *[[Time series analysis]] **[[Autoregressive moving average model]] **[[Autoregressive integrated moving average model]] **[[Anomaly time series]] *[[Wiener process]] ==Geometric probability== *[[Buffon's needle]] *[[Integral geometry]] *[[Hadwiger's theorem]] ==[[Statistics]]== *[[List of statistical topics]] *[[Statistical sample]] **[[Sampling (statistics)]] **[[Data point]] **[[Data set]] **[[Statistical population]] **[[Statistical phenomena]] *[[Statistical theory]] *[[Statistical inference]] *[[Null hypothesis]] *[[Confidence interval]] *[[Margin of error]] *[[Interval estimation]] *[[point estimation]] *[[Estimator]] *[[Bias (statistics)]] *[[Gauss-Markov theorem]] *[[Likelihood-ratio test]] *[[Multivariate statistics]] *[[Analysis of variance]] *[[ANCOVA]] *[[Bayesian inference]] ==Applied statistics== *[[Linear regression]] *[[Instrumental variable]] *[[Statistical unit]] *[[Statistical assembly]] *[[Statistical model]] ==[[Gambling]]== *[[Luck]], [[chance]] *[[Game of chance]] *[[Odds]] *[[Betting]] **[[Spread betting]] *[[Bookmaker]] *[[Parimutuel betting]] *[[Gambler's fallacy]] *[[Inverse gambler's fallacy]] *[[Parrondo's paradox]] *[[Pascal's wager]] *[[Gambler's ruin]] *[[Poker probability]] **[[Poker probability (Omaha)]] **[[Poker probability (Texas hold 'em)]] **[[Pot odds]] *[[Roulette]] **[[Martingale (betting system)]] **[[The man who broke the bank at Monte Carlo]] *[[Lottery]] **[[Lottery machine]] **[[Pachinko]] *[[Coherence (philosophical gambling strategy)]] *[[Coupon collector's problem]] ==Coincidence== *[[Birthday paradox]] *[[Index of coincidence]] *[[Bible code]] *[[Spurious relationship]] ==Algorithmics== *[[Probable prime]] *[[Probabilistic algorithm]] = [[Randomised algorithm]] *[[Monte Carlo method]] *[[Las Vegas algorithm]] *[[Probabilistic Turing machine]] *[[Stochastic programming]] *[[Probabilistically checkable proof]] *[[Box-Muller transform]] *[[Metropolis algorithm]] *[[Gibbs sampling]] *[[Inverse transform sampling method]] ==[[Financial mathematics]]== *[[Risk]] *[[Value at risk]] *[[Market risk]] *[[Risk-neutral measure]] *[[Volatility]] *[[Technical analysis]] ==[[Physics]]== *[[Probability amplitude]] *[[Statistical physics]] *[[Boltzmann factor]] *[[Feynman-Kac formula]] *[[Fluctuation theorem]] *[[Information entropy]] *[[Vacuum expectation value]] *[[Brownian ratchet]] *[[Cosmic variance]] ==[[Percolation theory]]== ==[[Genetics]]== *[[Punnett square]] *[[Hardy-Weinberg principle]] *[[Ewens's sampling formula]] *[[Ronald Fisher]] *[[Population genetics]] ==Historical== *''[[The Doctrine of Chances]]'' [[Category:Mathematics-related lists|Probability]] [[Category:Probability and statistics| ]] [[Category:Topical indexes|Probability topics]]