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  2. Gambler's fallacy - Wikipedia

    en.wikipedia.org/wiki/Gambler's_fallacy

    The probability of at least one win does not increase after a series of losses; indeed, the probability of success actually decreases, because there are fewer trials left in which to win. The probability of winning will eventually be equal to the probability of winning a single toss, which is ⁠ 1 / 16 ⁠ (6.25%) and occurs when only one toss ...

  3. Bernoulli trial - Wikipedia

    en.wikipedia.org/wiki/Bernoulli_trial

    Graphs of probability P of not observing independent events each of probability p after n Bernoulli trials vs np for various p.Three examples are shown: Blue curve: Throwing a 6-sided die 6 times gives a 33.5% chance that 6 (or any other given number) never turns up; it can be observed that as n increases, the probability of a 1/n-chance event never appearing after n tries rapidly converges to 0.

  4. Free probability - Wikipedia

    en.wikipedia.org/wiki/Free_probability

    Free probability is a mathematical theory that studies non-commutative random variables. The "freeness" or free independence property is the analogue of the classical notion of independence , and it is connected with free products .

  5. Kolmogorov's three-series theorem - Wikipedia

    en.wikipedia.org/wiki/Kolmogorov's_three-series...

    In probability theory, Kolmogorov's Three-Series Theorem, named after Andrey Kolmogorov, gives a criterion for the almost sure convergence of an infinite series of random variables in terms of the convergence of three different series involving properties of their probability distributions.

  6. Series (mathematics) - Wikipedia

    en.wikipedia.org/wiki/Series_(mathematics)

    In mathematics, a series is, roughly speaking, an addition of infinitely many terms, one after the other. [1] The study of series is a major part of calculus and its generalization, mathematical analysis. Series are used in most areas of mathematics, even for studying finite structures in combinatorics through generating functions.

  7. Bernoulli process - Wikipedia

    en.wikipedia.org/wiki/Bernoulli_process

    The probability measure thus defined is known as the Binomial distribution. As we can see from the above formula that, if n=1, the Binomial distribution will turn into a Bernoulli distribution . So we can know that the Bernoulli distribution is exactly a special case of Binomial distribution when n equals to 1.

  8. Turning point test - Wikipedia

    en.wikipedia.org/wiki/Turning_point_test

    In statistical hypothesis testing, a turning point test is a statistical test of the independence of a series of random variables. [1] [2] [3] Maurice Kendall and Alan Stuart describe the test as "reasonable for a test against cyclicity but poor as a test against trend." [4] [5] The test was first published by Irénée-Jules Bienaymé in 1874 ...

  9. Dirichlet's test - Wikipedia

    en.wikipedia.org/wiki/Dirichlet's_test

    In mathematics, Dirichlet's test is a method of testing for the convergence of a series that is especially useful for proving conditional convergence. It is named after its author Peter Gustav Lejeune Dirichlet , and was published posthumously in the Journal de Mathématiques Pures et Appliquées in 1862.

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