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  2. Conditional probability distribution - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability...

    Given , the Radon-Nikodym theorem implies that there is [3] a -measurable random variable ():, called the conditional probability, such that () = for every , and such a random variable is uniquely defined up to sets of probability zero. A conditional probability is called regular if ⁡ () is a probability measure on (,) for all a.e.

  3. Conditional probability - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability

    In this situation, the event A can be analyzed by a conditional probability with respect to B. If the event of interest is A and the event B is known or assumed to have occurred, "the conditional probability of A given B", or "the probability of A under the condition B", is usually written as P(A|B) [2] or occasionally P B (A).

  4. Chain rule (probability) - Wikipedia

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

    In probability theory, the chain rule [1] (also called the general product rule [2] [3]) describes how to calculate the probability of the intersection of, not necessarily independent, events or the joint distribution of random variables respectively, using conditional probabilities.

  5. Method of conditional probabilities - Wikipedia

    en.wikipedia.org/wiki/Method_of_conditional...

    In this case, the conditional probability of failure is not easy to calculate. Indeed, the original proof did not calculate the probability of failure directly; instead, the proof worked by showing that the expected number of cut edges was at least |E|/2. Let random variable Q be the number of edges cut.

  6. Conditioning (probability) - Wikipedia

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

    Conditional probabilities, conditional expectations, and conditional probability distributions are treated on three levels: discrete probabilities, probability density functions, and measure theory. Conditioning leads to a non-random result if the condition is completely specified; otherwise, if the condition is left random, the result of ...

  7. Likelihood function - Wikipedia

    en.wikipedia.org/wiki/Likelihood_function

    The specific calculation of the likelihood is the probability that the observed sample would be assigned, assuming that the model chosen and the values of the several parameters θ give an accurate approximation of the frequency distribution of the population that the observed sample was drawn

  8. Conditional probability table - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability_table

    In statistics, the conditional probability table (CPT) is defined for a set of discrete and mutually dependent random variables to display conditional probabilities of a single variable with respect to the others (i.e., the probability of each possible value of one variable if we know the values taken on by the other variables).

  9. Posterior probability - Wikipedia

    en.wikipedia.org/wiki/Posterior_probability

    Posterior probability is a conditional probability conditioned on randomly observed data. Hence it is a random variable. For a random variable, it is important to summarize its amount of uncertainty. One way to achieve this goal is to provide a credible interval of the posterior probability. [11]

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