Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations...

Independence is a fundamental notion in probability theory, as in statistics and the theory of stochastic processes. Two events are independent, statistically...

In probability theory, a martingale is a sequence of random variables (i.e., a stochastic process) for which, at a particular time, the conditional expectation...

In probability theory and statistics, a copula is a multivariate cumulative distribution function for which the marginal probability distribution of each...

computer science, game theory, and philosophy to, for example, draw inferences about the expected frequency of events. Probability theory is also used to describe...

In the theory of stochastic processes, a subdiscipline of probability theory, filtrations are totally ordered collections of subsets that are used to...

Bayesian probability (/ˈbeɪziən/ BAY-zee-ən or /ˈbeɪʒən/ BAY-zhən) is an interpretation of the concept of probability, in which, instead of frequency or...

In probability theory, an event is a set of outcomes of an experiment (a subset of the sample space) to which a probability is assigned. A single outcome...

In probability theory and statistics, two real-valued random variables, X {\displaystyle X} , Y {\displaystyle Y} , are said to be uncorrelated if their...

In probability theory and statistics, the characteristic function of any real-valued random variable completely defines its probability distribution. If...