List of Probability Topics - Theory of Probability Distributions

Theory of Probability Distributions

  • Probability distribution
  • Probability distribution function
  • Probability density function
  • Probability mass function
  • Cumulative distribution function
  • Quantile
  • Moment (mathematics)
    • Moment about the mean
    • Standardized moment
      • Skewness
      • Kurtosis
      • Locality
    • Cumulant
    • Factorial moment
    • Expected value
      • Law of the unconscious statistician
    • Second moment method
    • Variance
      • Coefficient of variation
      • Variance-to-mean ratio
    • Covariance function
    • An inequality on location and scale parameters
    • Taylor expansions for the moments of functions of random variables
    • Moment problem
      • Hamburger moment problem
        • Carleman's condition
      • Hausdorff moment problem
      • Trigonometric moment problem
      • Stieltjes moment problem
  • Prior probability distribution
  • Total variation distance
  • Hellinger distance
  • Wasserstein metric
  • Lévy–Prokhorov metric
    • Lévy metric
  • Continuity correction
  • Heavy-tailed distribution
  • Truncated distribution
  • Infinite divisibility
  • Stability (probability)
  • Indecomposable distribution
  • Power law
  • Anderson's theorem
  • Probability bounds analysis
  • Probability box

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