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  2. 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. This rule allows one to express a joint probability in terms ...

  3. Conditional probability - Wikipedia

    en.wikipedia.org/wiki/Conditional_probability

    In probability theory, conditional probability is a measure of the probability of an event occurring, ... Chain rule (probability) Class membership probabilities;

  4. 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 ...

  5. Bayes' theorem - Wikipedia

    en.wikipedia.org/wiki/Bayes'_theorem

    Independently of Bayes, Pierre-Simon Laplace used conditional probability to formulate the relation of an updated posterior probability from a prior probability, given evidence. He reproduced and extended Bayes's results in 1774, apparently unaware of Bayes's work, in 1774, and summarized his results in Théorie analytique des probabilités (1812).

  6. Law of total probability - Wikipedia

    en.wikipedia.org/wiki/Law_of_total_probability

    In probability theory, the law (or formula) of total probability is a fundamental rule relating marginal probabilities to conditional probabilities. It expresses the total probability of an outcome which can be realized via several distinct events , hence the name.

  7. Conditional expectation - Wikipedia

    en.wikipedia.org/wiki/Conditional_expectation

    In probability theory, the conditional expectation, conditional expected value, or conditional mean of a random variable is its expected value evaluated with respect to the conditional probability distribution. If the random variable can take on only a finite number of values, the "conditions" are that the variable can only take on a subset of ...

  8. Probability - Wikipedia

    en.wikipedia.org/wiki/Probability

    Probability is the branch of mathematics and statistics concerning events and numerical descriptions of how likely they are to occur. The probability of an event is a number between 0 and 1; the larger the probability, the more likely an event is to occur. [note 1] [1] [2] A simple example is the tossing of a fair (unbiased) coin. Since the ...

  9. Probability axioms - Wikipedia

    en.wikipedia.org/wiki/Probability_axioms

    Conditional 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 ...

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