Independence is a fundamental notion in probability theory, as in statistics and the theory of stochastic processes. Two events are independent, statistically...
28 KB (4,642 words) - 14:03, 21 August 2024
In probability theory, conditional independence describes situations wherein an observation is irrelevant or redundant when evaluating the certainty of...
20 KB (3,558 words) - 13:40, 18 November 2024
In probability theory, a pairwise independent collection of random variables is a set of random variables any two of which are independent. Any collection...
12 KB (1,670 words) - 02:39, 9 March 2024
Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations...
25 KB (3,582 words) - 14:59, 31 October 2024
Independent and identically distributed random variables (category Independence (probability theory))
In probability theory and statistics, a collection of random variables is independent and identically distributed (i.i.d., iid, or IID) if each random...
18 KB (2,567 words) - 14:22, 21 October 2024
Free probability is a mathematical theory that studies non-commutative random variables. The "freeness" or free independence property is the analogue...
6 KB (691 words) - 03:11, 11 March 2024
In probability theory, the law (or formula) of total probability is a fundamental rule relating marginal probabilities to conditional probabilities. It...
6 KB (1,121 words) - 14:21, 19 August 2024
total probability Bayes' theorem Independence (probability theory) (Related topics: measure theory) Sample spaces, σ-algebras and probability measures...
8 KB (556 words) - 00:09, 23 June 2024
The standard probability axioms are the foundations of probability theory introduced by Russian mathematician Andrey Kolmogorov in 1933. These axioms remain...
11 KB (1,625 words) - 13:28, 28 September 2024
Negative relationship (category Independence (probability theory))
In statistics, there is a negative relationship or inverse relationship between two variables if higher values of one variable tend to be associated with...
3 KB (361 words) - 02:37, 5 October 2024
Copula (statistics) (redirect from Copula (probability theory))
In probability theory and statistics, a copula is a multivariate cumulative distribution function for which the marginal probability distribution of each...
72 KB (9,362 words) - 15:50, 24 November 2024
Vine copula (category Independence (probability theory))
vine is a graphical tool for labeling constraints in high-dimensional probability distributions. A regular vine is a special case for which all constraints...
28 KB (3,044 words) - 21:40, 18 September 2024
computer science, game theory, and philosophy to, for example, draw inferences about the expected frequency of events. Probability theory is also used to describe...
38 KB (5,096 words) - 19:42, 18 November 2024
Antecedent variable (category Independence (probability theory))
In statistics and social sciences, an antecedent variable is a variable that cannot help to explain the apparent relationship (or part of the relationship)...
922 bytes (96 words) - 09:46, 15 December 2023
In probability theory, an event is a set of outcomes of an experiment (a subset of the sample space) to which a probability is assigned. A single outcome...
8 KB (1,136 words) - 03:09, 7 September 2024
Spurious relationship (category Independence (probability theory))
In statistics, a spurious relationship or spurious correlation is a mathematical relationship in which two or more events or variables are associated but...
14 KB (1,828 words) - 00:44, 21 November 2024
Stochastic process (redirect from Version (probability theory))
In probability theory and related fields, a stochastic (/stəˈkæstɪk/) or random process is a mathematical object usually defined as a family of random...
166 KB (18,416 words) - 04:16, 13 November 2024
Collider (statistics) (category Independence (probability theory))
Causal inference, Chapman & Hall/CRC monographs on statistics & applied probability, CRC, p. 70, ISBN 978-1-4200-7616-5 Julia M. Rohrer (2018-07-02). "Thinking...
5 KB (475 words) - 15:18, 11 April 2024
(mathematical logic), logical independence Independence (probability theory), statistical independence Linear independence Independence (1976 film), a docudrama...
6 KB (674 words) - 04:04, 6 January 2024
In probability theory, conditional probability is a measure of the probability of an event occurring, given that another event (by assumption, presumption...
33 KB (4,707 words) - 21:09, 15 October 2024
Somers' D (category Independence (probability theory))
between the two corresponding probabilities, conditional on the X values not being equal. If X has a continuous probability distribution, then τ ( X , X...
7 KB (1,194 words) - 06:45, 1 March 2021
In probability theory, a tree diagram may be used to represent a probability space. A tree diagram may represent a series of independent events (such...
2 KB (188 words) - 23:45, 2 May 2024
Wald–Wolfowitz runs test (category Independence (probability theory))
possibilities, we find x 1 x 2 = { + 1 with probability N + ( N + − 1 ) + N − ( N − − 1 ) N ( N − 1 ) − 1 with probability 2 N + N − N ( N − 1 ) {\displaystyle...
6 KB (1,061 words) - 00:44, 6 April 2024
information theory, algorithmic probability, also known as Solomonoff probability, is a mathematical method of assigning a prior probability to a given...
14 KB (2,047 words) - 16:19, 10 October 2024
Mean dependence (redirect from Mean independence)
In probability theory, a random variable Y {\displaystyle Y} is said to be mean independent of random variable X {\displaystyle X} if and only if its conditional...
2 KB (259 words) - 03:37, 13 March 2024
Dependent and independent variables (category Independence (probability theory))
influence each other. Through propagation of independence, the independence of Ui implies independence of Yi, even though each Yi has a different expectation...
16 KB (1,991 words) - 23:41, 7 November 2024
(1995). Probability and Measure. John Wiley. ISBN 0-471-00710-2. Ash, Robert B.; Doléans-Dade, Catherine A. (1999). Probability & Measure Theory. Academic...
7 KB (970 words) - 22:35, 31 March 2024
Rescaled range (category Independence (probability theory))
"Transport Catastrophe Analysis as an Alternative to a Monofractal Description: Theory and Application to Financial Crisis Time Series". Journal of Chaos. 2014:...
7 KB (1,074 words) - 11:40, 20 September 2024
statistics, Local independence is the underlying assumption of latent variable models (such as factor analysis and item response theory models). The observed...
3 KB (364 words) - 13:38, 8 October 2024
In probability theory, a probability space or a probability triple ( Ω , F , P ) {\displaystyle (\Omega ,{\mathcal {F}},P)} is a mathematical construct...
24 KB (3,568 words) - 12:59, 4 November 2024