Probability theory and stochastic processes Concept
Probability theory
Summary
Probability theory is the branch of mathematics that studies chance in a precise way. It models a random experiment by a probability space: a sample space, a family of events and a probability measure that obeys the probability axioms. Its main objects are events, random variables, their distributions and their expected values. Its main results include limit theorems, such as the law of large numbers and the central limit theorem.
Remarks
The modern axioms are due to Andrey Kolmogorov, who based them on measure theory in 1933. Statistics uses probability theory to draw conclusions from data.
Where this leads
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Further reading
- Web https://en.wikipedia.org/wiki/Probability_theory, lead section
About this page
| Tag | 0RWE7CPJ32 |
|---|---|
| URI | m2://0RWE7CPJ32 |
| Aliases | probability-calculus |
| Kind | concept |
| Writing | W1 stated |
| MSC | 60A05 |
| Same as |
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What this page needs for W2
- edge defines in: at least one definition (0 of 1)
- edge instance_of in: at least two examples (0 of 2)
- edge not_instance_of in: at least one non-example (0 of 1)
- edge specializes both: the more general notions and the special cases (0 of 1)
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