Probability Terms and Definitions
57 terms
Discrete Distributions
(7 items)Negative Binomial Distribution
A discrete distribution counting the number of trials needed to achieve a fixed number of successes in a sequence of independent Bernoulli trials with success probability .
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Bernoulli Distribution
A discrete distribution for a single trial with two outcomes: and .
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Binomial Distribution
A discrete distribution counting the number of successes in independent Bernoulli trials, each with success probability .
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Poisson Distribution
A discrete distribution modelling the number of events occurring in a fixed interval, where events happen independently at a constant average rate .
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Discrete Uniform Distribution
A discrete distribution where each of possible values has equal probability .
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Geometric Distribution
A discrete distribution counting the number of trials needed to obtain the first success in a sequence of independent Bernoulli trials with success probability .
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Hypergeometric Distribution
A discrete distribution describing the number of successes in draws without replacement from a finite population containing successes and failures.
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Foundations
(8 items)Probability
A function that assigns to each event in a sample space a real number satisfying the probability axioms.
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Random Experiment
A process or action whose outcome cannot be predicted with certainty before it is performed.
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Sample Space
— the set of all possible outcomes of a random experiment.
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Probability Measure
A function defined on a collection of events, satisfying non-negativity, normalization (), and countable additivity for disjoint events.
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Conditional Probability & Independence
(3 items)Random Variables
(5 items)Bernoulli Experiment
A random experiment with exactly two possible outcomes, conventionally called success () and failure ().
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Sequence of Bernoulli Trials
A sequence of independent Bernoulli experiments, each with the same success probability .
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Random Variable
— a function that assigns a real number to each outcome in the sample space.
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Discrete Random Variable
A random variable whose set of possible values is finite or countably infinite.
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Continuous Random Variable
A random variable whose set of possible values forms an interval or union of intervals on the real line.
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Distribution Functions
(3 items)Probability Mass Function
— the probability that a discrete random variable takes the value .
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Measures
(8 items)Moment of a Random Variable
The -th moment of about the origin is . The -th central moment is .
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Continuous Distributions
(2 items)Exponential Distribution
A continuous distribution describing the time between events in a process where events occur independently at a constant rate .
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Normal Distribution
A continuous distribution characterized by a symmetric, bell-shaped curve, fully determined by its mean and variance .
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Multivariate Probability
(11 items)Bivariate Random Variable
A pair of random variables defined on the same sample space, considered jointly.
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N-Variate Random Variables
A vector of random variables defined on the same sample space.
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Independent Random Variables
Random variables and are independent if for all .
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Orthogonal Random Variables
Random variables and are orthogonal if .
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Marginal Distribution
The distribution of one random variable obtained from a joint distribution by summing (discrete) or integrating (continuous) over all values of the other variable(s).
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Joint Probability Mass Function
for discrete random variables and .
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Joint Probability Density Function
A function such that for any region .
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Conditional Probability Mass Function
, defined when .
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Conditional Probability Density Function
, defined when .
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Transformations
(3 items)Function of a Random Variable
Given a random variable and a function , defines a new random variable whose distribution is determined by the distribution of and the function .
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PDF of a Transformed Variable
If where is monotone and differentiable, then .
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Moment Generating Function
, defined for real values of where the expectation exists.
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Set Operations
(6 items)Venn Diagram
A graphical representation using overlapping circles to depict sets (events) and their relationships within a sample space.
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Null Set
— the set containing no elements, representing an impossible event in probability.
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Union of Sets
— the event that at least one of or occurs.
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Intersection of Sets
— the event that both and occur simultaneously.
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Disjoint Sets
Sets and are disjoint if — they share no common elements.
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Complement of a Set
— all outcomes in the sample space that are not in .
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Visual Tools
(1 items)Probability Tree
A branching diagram where each node represents a stage of a sequential random process, branches represent possible outcomes, and branch labels show conditional probabilities.
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