Outline of probability

From HandWiki
Short description: Overview of and topical guide to probability

Probability is a measure of the likeliness that an event will occur. Probability is used to quantify an attitude of mind towards some proposition of whose truth we are not certain. The proposition of interest is usually of the form "A specific event will occur." The attitude of mind is of the form "How certain are we that the event will occur?" The certainty we adopt can be described in terms of a numerical measure and this number, between 0 and 1 (where 0 indicates impossibility and 1 indicates certainty), we call probability. Probability theory is used extensively in statistics, mathematics, science and philosophy to draw conclusions about the likelihood of potential events and the underlying mechanics of complex systems.


Basic probability

(Related topics: set theory, simple theorems in the algebra of sets)


Elementary probability

Meaning of probability

Calculating with probabilities


Probability theory

(Related topics: measure theory)

Measure-theoretic probability


Conditional probability

Random variables

Discrete and continuous random variables



  • Independent random variables

Some common distributions

Some other distributions

Functions of random variables

Generating functions

(Related topics: integral transforms)

Common generating functions


Convergence of random variables

(Related topics: convergence)

Modes of convergence


Stochastic processes

Some common stochastic processes

Markov processes

Stochastic differential equations

Time series


See also