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  2. Probability theory - Wikipedia

    en.wikipedia.org/wiki/Probability_theory

    Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations , probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms .

  3. Biostatistics - Wikipedia

    en.wikipedia.org/wiki/Biostatistics

    The p-value is the probability of obtaining results as extreme as or more extreme than those observed, assuming the null hypothesis (H 0) is true. It is also called the calculated probability. It is common to confuse the p-value with the significance level (α), but, the α is a predefined threshold for calling significant results.

  4. The Drunkard's Walk - Wikipedia

    en.wikipedia.org/wiki/The_Drunkard's_Walk

    The Drunkard's Walk discusses the role of randomness in everyday events, and the cognitive biases that lead people to misinterpret random events and stochastic processes. The title refers to a certain type of random walk, a mathematical process in which one or more variables change value under a series of random steps.

  5. Randomness - Wikipedia

    en.wikipedia.org/wiki/Randomness

    A random process is a sequence of random variables whose outcomes do not follow a deterministic pattern, but follow an evolution described by probability distributions. These and other constructs are extremely useful in probability theory and the various applications of randomness .

  6. Random walk - Wikipedia

    en.wikipedia.org/wiki/Random_walk

    Five eight-step random walks from a central point. Some paths appear shorter than eight steps where the route has doubled back on itself. (animated version)In mathematics, a random walk, sometimes known as a drunkard's walk, is a stochastic process that describes a path that consists of a succession of random steps on some mathematical space.

  7. Mutual information - Wikipedia

    en.wikipedia.org/wiki/Mutual_information

    In probability theory and information theory, the mutual information (MI) of two random variables is a measure of the mutual dependence between the two variables. More specifically, it quantifies the " amount of information " (in units such as shannons ( bits ), nats or hartleys ) obtained about one random variable by observing the other random ...

  8. A Treatise on Probability - Wikipedia

    en.wikipedia.org/wiki/A_Treatise_on_Probability

    [notes 1] [3] [notes 2] This has since become known as a "logical-relationist" approach, [5] [notes 3] and become regarded as the seminal and still classic account of the logical interpretation of probability (or probabilistic logic), a view of probability that has been continued by such later works as Carnap's Logical Foundations of ...

  9. Random measure - Wikipedia

    en.wikipedia.org/wiki/Random_measure

    In probability theory, a random measure is a measure-valued random element. [ 1 ] [ 2 ] Random measures are for example used in the theory of random processes , where they form many important point processes such as Poisson point processes and Cox processes .