List of probability topics
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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. For contributors to the field, see list of mathematical probabilists and list of statisticians.
General aspects[edit]
- Probability
- Randomness, Pseudorandomness, Quasirandomness
- Randomization, hardware random number generator
- Random number generation
- Random sequence
- Uncertainty
- Statistical dispersion
- Observational error
- Equiprobable
- Average
- Probability interpretations
- Markovian
- Statistical regularity
- Central tendency
- Bean machine
- Relative frequency
- Frequency probability
- Maximum likelihood
- Bayesian probability
- Principle of indifference
- Credal set
- Cox's theorem
- Principle of maximum entropy
- Information entropy
- Urn problems
- Extractor
- Free probability
- Exotic probability
- Schrödinger method
- Empirical measure
- Glivenko–Cantelli theorem
- Zero–one law
- Law of truly large numbers
- Littlewood–Offord problem
- Inclusion–exclusion principle
- Impossible event
- Information geometry
- Talagrand's concentration inequality
Foundations of probability theory[edit]
- Probability theory
- Probability space
- Probability axioms
- Normalizing constant
- Event (probability theory)
- 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
- Bayesianism
- Prior probability
- Posterior probability
- Borel's paradox
- Bertrand's paradox
- Coherence (philosophical gambling strategy)
- Dutch book
- Algebra of random variables
- Belief propagation
- Transferable belief model
- Dempster–Shafer theory
- Possibility theory
Random variables[edit]
- Discrete random variable
- Constant random variable
- Expected value
- Variance
- Multivariate random variable
- Independent identically-distributed random variables
- Statistical independence
- Correlation
- Canonical correlation
- Convergence of random variables
- Markov's inequality
- Chebyshev's inequality = Chernoff bound
- Chernoff's inequality
- Bernstein inequalities (probability theory)
- Kolmogorov's inequality
- Etemadi's inequality
- Chung–Erdős inequality
- Khintchine inequality
- Paley–Zygmund inequality
- Laws of large numbers
- Random field
- Borel–Cantelli lemma
- Wick product
Conditional probability[edit]
- Conditioning (probability)
- Conditional expectation
- Conditional probability distribution
- Regular conditional probability
- Disintegration theorem
- Bayes' theorem
- de Finetti's theorem
- Rule of succession
- Conditional independence
- Conditional event algebra
Theory of probability distributions[edit]
- Probability distribution
- Probability distribution function
- Probability density function
- Probability mass function
- Cumulative distribution function
- Quantile
- Moment (mathematics)
- Prior probability distribution
- Total variation distance
- Hellinger distance
- Wasserstein metric
- Lévy–Prokhorov metric
- Continuity correction
- Heavy-tailed distribution
- Truncated distribution
- Infinite divisibility
- Stability (probability)
- Indecomposable distribution
- Power law
- Anderson's theorem
- Probability bounds analysis
- Probability box
Properties of probability distributions[edit]
- Central limit theorem
- Illustration of the central limit theorem
- Concrete illustration of the central limit theorem
- Berry–Esséen theorem
- Berry–Esséen theorem
- De Moivre–Laplace theorem
- Lyapunov's central limit theorem
- Martingale central limit theorem
- Infinite divisibility (probability)
- Method of moments (probability theory)
- Stability (probability)
- Stein's lemma
- Characteristic function (probability theory)
- Darmois–Skitovich theorem
- Edgeworth series
- Helly–Bray theorem
- Kac–Bernstein theorem
- Location parameter
- Maxwell's theorem
- Moment-generating function
- Negative probability
- Probability-generating function
- Vysochanskiï–Petunin inequality
- Mutual information
- Kullback–Leibler divergence
- Normally distributed and uncorrelated does not imply independent
- Le Cam's theorem
- Large deviations theory
Applied probability[edit]
- Empirical findings
- Boy or Girl paradox
Stochastic processes[edit]
- Adapted process
- Basic affine jump diffusion
- Bernoulli process
- Branching process
- Point process
- Chapman–Kolmogorov equation
- Chinese restaurant process
- Coupling (probability)
- Ergodic theory
- Galton–Watson process
- Gauss–Markov process
- Gaussian process
- Girsanov's theorem
- Hawkes process
- Increasing process
- Itô's lemma
- Jump diffusion
- Law of the iterated logarithm
- Lévy flight
- Lévy process
- Loop-erased random walk
- Markov chain
- Markov partition
- Markov process
- Martingale
- Poisson process
- Population process
- Process with independent increments
- Progressively measurable process
- Queueing theory
- Random walk
- Random walk Monte Carlo
- Renewal theory
- Skorokhod's embedding theorem
- Stationary process
- Stochastic calculus
- Time series analysis
- Voter model
- Wiener process
Geometric probability[edit]
Gambling[edit]
- Luck
- Game of chance
- Odds
- Gambler's fallacy
- Inverse gambler's fallacy
- Parrondo's paradox
- Pascal's wager
- Gambler's ruin
- Poker probability
- Roulette
- Lottery
- Coherence (philosophical gambling strategy)
- Coupon collector's problem
Coincidence[edit]
Algorithmics[edit]
- 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
- Walk-on-spheres method
Financial mathematics[edit]
- Risk
- Value at risk
- Market risk
- Risk-neutral measure
- Volatility
- SWOT analysis (Marketing)
- Kelly criterion