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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. Probability axioms - Wikipedia

    en.wikipedia.org/wiki/Probability_axioms

    This is called the addition law of probability, or the sum rule. That is, the probability that an event in A or B will happen is the sum of the probability of an event in A and the probability of an event in B, minus the probability of an event that is in both A and B. The proof of this is as follows: Firstly,

  4. Sum rule - Wikipedia

    en.wikipedia.org/wiki/Sum_rule

    Sum rule may refer to: Sum rule in differentiation, Differentiation rules #Differentiation is linear; Sum rule in integration, see Integral #Properties; Addition principle, a counting principle in combinatorics; In probability theory, an implication of the additivity axiom, see Probability axioms #Further consequences; Sum rule in quantum mechanics

  5. Probability - Wikipedia

    en.wikipedia.org/wiki/Probability

    To qualify as a probability, the assignment of values must satisfy the requirement that for any collection of mutually exclusive events (events with no common results, such as the events {1,6}, {3}, and {2,4}), the probability that at least one of the events will occur is given by the sum of the probabilities of all the individual events. [28]

  6. Sum of normally distributed random variables - Wikipedia

    en.wikipedia.org/wiki/Sum_of_normally...

    This means that the sum of two independent normally distributed random variables is normal, with its mean being the sum of the two means, and its variance being the sum of the two variances (i.e., the square of the standard deviation is the sum of the squares of the standard deviations). [1]

  7. Algebra of random variables - Wikipedia

    en.wikipedia.org/wiki/Algebra_of_random_variables

    Sum of normally distributed random variables; List of convolutions of probability distributions – the probability measure of the sum of independent random variables is the convolution of their probability measures. Law of total expectation; Law of total variance; Law of total covariance; Law of total cumulance

  8. Probability theory - Wikipedia

    en.wikipedia.org/wiki/Probability_theory

    That is, the probability function f(x) lies between zero and one for every value of x in the sample space Ω, and the sum of f(x) over all values x in the sample space Ω is equal to 1. An event is defined as any subset E {\displaystyle E\,} of the sample space Ω {\displaystyle \Omega \,} .

  9. Combinatorial principles - Wikipedia

    en.wikipedia.org/wiki/Combinatorial_principles

    The rule of sum is an intuitive principle stating that if there are a possible outcomes for an event (or ways to do something) and b possible outcomes for another event (or ways to do another thing), and the two events cannot both occur (or the two things can't both be done), then there are a + b total possible outcomes for the events (or total possible ways to do one of the things).

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