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  2. Law of total probability - Wikipedia

    en.wikipedia.org/wiki/Law_of_total_probability

    The term law of total probability is sometimes taken to mean the law of alternatives, which is a special case of the law of total probability applying to discrete random variables. [ citation needed ] One author uses the terminology of the "Rule of Average Conditional Probabilities", [ 4 ] while another refers to it as the "continuous law of ...

  3. Summation - Wikipedia

    en.wikipedia.org/wiki/Summation

    In mathematics, summation is the addition of a sequence of numbers, called addends or summands; the result is their sum or total.Beside numbers, other types of values can be summed as well: functions, vectors, matrices, polynomials and, in general, elements of any type of mathematical objects on which an operation denoted "+" is defined.

  4. Riemann sum - Wikipedia

    en.wikipedia.org/wiki/Riemann_sum

    Specific choices of give different types of Riemann sums: . If = for all i, the method is the left rule [2] [3] and gives a left Riemann sum.; If = for all i, the method is the right rule [2] [3] and gives a right Riemann sum.

  5. Summation by parts - Wikipedia

    en.wikipedia.org/wiki/Summation_by_parts

    In mathematics, summation by parts transforms the summation of products of sequences into other summations, often simplifying the computation or (especially) estimation of certain types of sums. It is also called Abel's lemma or Abel transformation , named after Niels Henrik Abel who introduced it in 1826.

  6. Poisson summation formula - Wikipedia

    en.wikipedia.org/wiki/Poisson_summation_formula

    In mathematics, the Poisson summation formula is an equation that relates the Fourier series coefficients of the periodic summation of a function to values of the function's continuous Fourier transform.

  7. Wald's equation - Wikipedia

    en.wikipedia.org/wiki/Wald's_equation

    Under the above assumptions, Wald's equation can be used to calculate the expected total claim amount when information about the average claim number per year and the average claim size is available. Under stronger assumptions and with more information about the underlying distributions, Panjer's recursion can be used to calculate the ...

  8. Convolution of probability distributions - Wikipedia

    en.wikipedia.org/wiki/Convolution_of_probability...

    The probability distribution of the sum of two or more independent random variables is the convolution of their individual distributions. The term is motivated by the fact that the probability mass function or probability density function of a sum of independent random variables is the convolution of their corresponding probability mass functions or probability density functions respectively.

  9. Telescoping series - Wikipedia

    en.wikipedia.org/wiki/Telescoping_series

    In probability theory, a Poisson process is a stochastic process of which the simplest case involves "occurrences" at random times, the waiting time until the next occurrence having a memoryless exponential distribution, and the number of "occurrences" in any time interval having a Poisson distribution whose expected value is proportional to ...

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