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Measure-theoretic probability[ edit] • Sample spaces, σ-algebras and probability measures • Probability space • Sample space • Standard probability space • Random element • Random compact set • Dynkin system • Probability axioms • Event (probability theory) • Complementary event • Elementary event • " Almost surely"Independence[ edit] • Independence (probability theory) • The Borel–Cantelli lemmas and Kolmogorov's zero-one lawConditional probability[ edit] • Conditional probability • Conditioning (probability) • Conditional expectation • Conditional probability distribution • Regular conditional probability • Disintegration theorem • Bayes' theorem • Rule of succession • Conditional independence • Conditional event algebra • Goodman–Nguyen–van Fraassen algebra Random variables[ edit]Discrete and continuous random variables[ edit] • Discrete random variables: Probability mass functions • Continuous random variable: Probability density functions • Normalizing constants • Cumulative distribution functions • Joint, marginal and conditional distributionsExpectation[ edit] • Expectation (or mean), variance and covariance • Jensen's inequality • General moments about the mean • Correlated and uncorrelated random variables • Conditional expectation: • law of total expectation, law of total variance • Fatou's lemma and the monotone and dominated convergence theorems • Markov's inequality and Chebyshev's inequalityIndependence[ edit] • Independent random variablesSome common distributions[ edit] • Discrete: • constant (see also degenerate distribution), • Bernoulli and binomial, • negative binomial, • (discrete) uniform, • geometric, • Poisson, and • hypergeometric. • Continuous: • (continuous) uniform, • exponential, • gamma, • beta, • normal (or Gaussian) and multivariate normal, • χ-squared (or chi-squared), • F-distribution, • Student's t-distribution, and • Cauchy.Some other distributions[ edit] • Cantor • Fisher–Tippett (or Gumbel) • Pareto • Benford's lawFunctions of random variables[ edit] • Sums of random variables • General functions of random variables • Borel's paradoxGenerating functions[ edit](Related topics: integral transforms)Common generating functions[ edit] • Probability-generating functions • Moment-generating functions • Laplace transforms and Laplace–Stieltjes transforms • Characteristic functionsApplications[ edit] • A proof of the central limit theorem • Random sums of random variables
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Mathematical tools
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Derivatives pricing
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