List of Probability Topics - Random Variables

Random Variables

  • Discrete random variable
    • Probability mass function
  • Constant random variable
  • Expected value
    • Jensen's inequality
  • Variance
    • Standard deviation
    • Geometric standard deviation
  • Multivariate random variable
    • Joint probability distribution
    • Marginal distribution
    • Kirkwood approximation
  • Independent identically-distributed random variables
    • Independent and identically-distributed random variables
  • Statistical independence
    • Conditional independence
    • Pairwise independence
    • Covariance
    • Covariance matrix
    • De Finetti's theorem
  • Correlation
    • Uncorrelated
    • Correlation function
  • Canonical correlation
  • Convergence of random variables
    • Weak convergence of measures
      • Helly–Bray theorem
      • Slutsky's theorem
    • Skorokhod's representation theorem
    • Lévy's continuity theorem
    • Uniform integrability
  • Markov's inequality
  • Chebyshev's inequality = Chernoff bound
  • Chernoff's inequality
  • Bernstein inequalities (probability theory)
    • Hoeffding's inequality
  • Kolmogorov's inequality
  • Etemadi's inequality
  • Khintchine inequality
  • Paley–Zygmund inequality
  • Laws of large numbers
    • Asymptotic equipartition property
    • Typical set
    • Law of large numbers
  • Random field
    • Conditional random field
  • Borel-Cantelli lemma
  • Wick product

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Famous quotes containing the words random and/or variables:

    And catch the gleaming of a random light,
    That tells me that the ship I seek is passing, passing.
    Paul Laurence Dunbar (1872–1906)

    The variables are surprisingly few.... One can whip or be whipped; one can eat excrement or quaff urine; mouth and private part can be meet in this or that commerce. After which there is the gray of morning and the sour knowledge that things have remained fairly generally the same since man first met goat and woman.
    George Steiner (b. 1929)