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  2. Joint probability distribution - Wikipedia

    en.wikipedia.org/wiki/Joint_probability_distribution

    If the points in the joint probability distribution of X and Y that receive positive probability tend to fall along a line of positive (or negative) slope, ρ XY is near +1 (or −1). If ρ XY equals +1 or −1, it can be shown that the points in the joint probability distribution that receive positive probability fall exactly along a straight ...

  3. File:Negative joint probability 2.pdf - Wikipedia

    en.wikipedia.org/wiki/File:Negative_joint...

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  4. Chapman–Kolmogorov equation - Wikipedia

    en.wikipedia.org/wiki/Chapman–Kolmogorov_equation

    where P(t) is the transition matrix of jump t, i.e., P(t) is the matrix such that entry (i,j) contains the probability of the chain moving from state i to state j in t steps. As a corollary, it follows that to calculate the transition matrix of jump t , it is sufficient to raise the transition matrix of jump one to the power of t , that is

  5. Buffon's needle problem - Wikipedia

    en.wikipedia.org/wiki/Buffon's_needle_problem

    Similar to the examples described above, we consider x, y, φ to be independent uniform random variables over the ranges 0 ≤ x ≤ a, 0 ≤ y ≤ b, − ⁠ π / 2 ⁠ ≤ φ ≤ ⁠ π / 2 ⁠. To solve such a problem, we first compute the probability that the needle crosses no lines, and then we take its complement.

  6. Chain rule (probability) - Wikipedia

    en.wikipedia.org/wiki/Chain_rule_(probability)

    This rule allows one to express a joint probability in terms of only conditional probabilities. [4] The rule is notably used in the context of discrete stochastic processes and in applications, e.g. the study of Bayesian networks, which describe a probability distribution in terms of conditional probabilities.

  7. Slutsky's theorem - Wikipedia

    en.wikipedia.org/wiki/Slutsky's_theorem

    This theorem follows from the fact that if X n converges in distribution to X and Y n converges in probability to a constant c, then the joint vector (X n, Y n) converges in distribution to (X, c) . Next we apply the continuous mapping theorem , recognizing the functions g ( x , y ) = x + y , g ( x , y ) = xy , and g ( x , y ) = x y −1 are ...

  8. Probabilistic metric space - Wikipedia

    en.wikipedia.org/wiki/Probabilistic_metric_space

    A probability metric D between two random variables X and Y may be defined, for example, as (,) = | | (,) where F(x, y) denotes the joint probability density function of the random variables X and Y.

  9. Exchangeable random variables - Wikipedia

    en.wikipedia.org/wiki/Exchangeable_random_variables

    The von Neumann extractor is a randomness extractor that depends on exchangeability: it gives a method to take an exchangeable sequence of 0s and 1s (Bernoulli trials), with some probability p of 0 and = of 1, and produce a (shorter) exchangeable sequence of 0s and 1s with probability 1/2.