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Law of total probability (1125 bytes)
1: Nomenclature in [[probability theory]] is not wholly standard. 3: ... infinite [[partition of a set|partition]] of a [[probability space]] and each set ''B''<sub>''n''</sub> is [[m... 7: This is also sometimes called the ''law of alternatives''. 9: The phrase '''''law of total probability''''' is also used to refer to the proposition tha... 17: ...'N'' is a [[random variable]] equal to ''n'' with probability ''P''(''B''<sub>''n''</sub>). It may be stated e... Law of total variance (2492 bytes) 1: ... same [[probability space]], and the [[variance]] of ''X'' is finite, then 5: ...ance'''; the second is the '''explained component of the variance'''. 7: ...'[[law of total probability]]''. Some writers on probability call this the "conditional variance formula" or b... 9: ...e conventional rigidly case-sensitive notation of probability theory becomes important!). If we write E( ''X''... 11: ==The square of the correlation== Law of total tricks (3089 bytes) 1: ...bid in a competitive auction. It is not really a law (because counterexamples are easy to find) but it... 3: ... available on a deal is equal to the total number of trump cards both sides hold in their respective b... 5: ... if North-South can take 9 tricks in hearts, the "law" says East-West can take only 7 tricks in spades. 7: The "law" is said to be most accurate when the [[high card... 9: ...g table, it turns out that the following is quite often winning strategy: Law of total expectation (1210 bytes) 1: ...riable, not necessarily integrable, on the same [[probability space]], then 5: ...X'' given ''Y'' is the same as the expected value of ''X''. 7: ...[[law of total probability]]''. See also [[law of total variance]]. 9: ...e conventional rigidly case-sensitive notation of probability theory becomes important!). If we write E( ''X''... 12: [[Category:Probability theory]] Probability (21088 bytes) 1: The word '''''probability''''' derives from the [[Latin]] ''probare'' (to p... 2: Informally, ''probable'' is one of several words applied to uncertain events or know... 5: As with the [[classical mechanics|theory of mechanics]] which assigns precise definitions to ... 6: ... of probability]] attempts to quantify the notion of ''probable''. 11: ...or millennia, but exact mathematical descriptions of use in those problems only arose much later. Free probability (1637 bytes) 1: ... property is the analogue of the classical notion of [[statistical independence|independence]], and it... 3: ...are then said to be '''free''' if the expectation of the product ''a''<sub>1</sub>...''a''<sub>''n''</... 5: ...tice of ''all'' [[partition of a set|partitions]] of that set. 12: ...tics] - containing a readable description of free probability 17: [[Category:Probability theory]] Coupling (probability) (3102 bytes) 1: ...cs]], '''coupling''' is a [[Mathematical proof|proof]] technique that allows to compare two unrelated ... 5: ...math>X_1</math> and <math>X_2</math> is a ''new'' probability space <math>(\Omega,F,P)</math> over which there ... 13: ...never meet, we continue this process forever (the probability for that is zero, though). After this event, we c... Probability space (730 bytes) 4: In [[mathematics]], a '''probability space''' is a [[set]] ''S'', together with a [[si... 5: ...and the elements of ''X'' are called the [[Event (probability theory)|events]]. 6: ...easure'', and ''P''(''E'') is the [[probability]] of the event ''E''. 8: The above is a compact form of stating the [[probability axioms]]. 10: Note that not all subsets of a probability space are events. Probability vector (492 bytes) 1: In [[mathematics]] and [[statistics]], a '''probability vector''' or '''stochastic vector''' is a [[vecto... 3: Here are some examples of probability vectors: Probability amplitude (2265 bytes) 1: ...nknown quantity. For example, each particle has a probability amplitude describing its position. 3: ...r a probability amplitude ψ, the associated [[probability density function]] is 7: ... be found used without normalisation (to have the total 1). 9: ...articular region ''V'' is the integral over ''V'' of |ψ|<sup>2</sup>. 11: ... expressed in terms of ψ itself, not just the probability function |ψ|<sup>2</sup>. See [[Schrödin... Probability of kill (2020 bytes) 1: ... with large numbers of customers and huge numbers of variables. 3: ...a simulation, the average result will be that 30% of the weapon/target engagements will be a kill and ... 5: ... [[surface-to-air missile]] system has a '''PK''' of 0.9 against highly maneuvering targets. 9: A.M. Law and W.D. Kelton, ''Simulation Modeling and Analys... 11: J. Banks (editor), ''Handbook of Simulation: Principles, Methodology, Advances, Ap... Conditional probability (2168 bytes) 1: ... which characterize [[probability distribution]]s of two or more variables. 3: ...l probability''' is the [[probability]] of some [[Probability/Event|event]] ''A'', assuming event ''B''. 4: ... ''P''(''A''|''B''), and is read "the probability of ''A'', given ''B''". 6: ...ts in conjunction. That is, it is the probability of both events together. 7: The joint probability of ''A'' and ''B'' is written ''P''(''A'', ''B''). Prior probability (5478 bytes) 1: ... of what is known about a variable in the absence of some [[evidence]]. 2: ...ility]]'' is then the [[conditional probability]] of the variable taking the evidence into account. 3: The posterior probability is computed from the prior and the [[likelihood f... 5: ...d ''posterior'' are not terms used in [[frequency probability|frequentist]] analyses, 6: this article uses the vocabulary of [[Bayesian probability]] and [[Bayesian inference]]. Bayesian probability (9139 bytes) 1: ... degree of belief of rational agents in the truth of statements; when used with [[Bayes theorem]], it ... 2: ...om events according to their relative frequencies of occurrence. 3: The Bayesian interpretation of probability allows probabilities assigned to random events, 4: ...the assignment of probabilities to any other kind of statement. 6: ...en a coin is tossed, only a Bayesian might assign probability 1/1000 to personal belief in the proposition that... Statistical probability (475 bytes) 1: ...cy over a long series of events or the proportion of an event in a large population. 3: ...bility]], which have in common the application of probability to problems which don't necessarily involve repet... Frequency probability (2045 bytes) 3: ...quency]] [[Probability interpretations|concept of probability]]. 5: Most of the procedures commonly used to make statistical ... 7: ...l hypothesis testing]]. Other influential figures of the frequentist school include [[John Venn]], [[R... 9: ...ncept. The Bayesians supported the use of degrees of belief as a basis for statistical practice. 11: ...f you perform the experiment enough times, is the probability. Inverse probability (736 bytes) 1: ...bsolete term for the [[probability distribution]] of an unobserved variable. 3: ...p''(''x''|θ) itself is called the '''direct probability'''. 5: ...stribution" became prevalent. See also [[Bayesian probability]] and [[Bayes' theorem]]. 7: [[Category:Probability theory]] Eclectic probability (1087 bytes) 1: ...ena which obey the [[probability axioms|axioms of probability theory]] as a reasonable interpretation. Sometime... 3: ...ior information, and a personal interpretation of probability for dealing with epistemic uncertainty, all witho... Appeal to probability (1039 bytes) 1: ...rrespective of how unlikely it is. The fallacy is often used to exploit paranoia. 6: ...ver Intel's position, and eventually put them out of business altogether." 9: ...guments, enough for many to consider it a fallacy of itself. Algorithmic probability (1492 bytes) 1: ...lomonoff]] invented the concept of '''algorithmic probability'''. 6: The algorithmic probability of any given finite output 7: prefix q is the sum of the probabilities of the programs that 9: programs have high probability. 11: Algorithmic probability is the main ingredient
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