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Law of total probability

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39: 1131: 2175: 798: 1946: 1126:{\displaystyle P({A|C})={\frac {P({A,C})}{P(C)}}={\frac {\sum \limits _{n}{P({A,{B_{n}},C})}}{P(C)}}={\frac {\sum \limits _{n}P({A\mid {B_{n}},C})P({{B_{n}}\mid C})P(C)}{P(C)}}=\sum \limits _{n}P({A\mid {B_{n}},C})P({{B_{n}}\mid C})} 2439:. One author uses the terminology of the "Rule of Average Conditional Probabilities", while another refers to it as the "continuous law of alternatives" in the continuous case. This result is given by Grimmett and Welsh as the 2170:{\displaystyle {\begin{aligned}P(A)&=P(A\mid B_{X})\cdot P(B_{X})+P(A\mid B_{Y})\cdot P(B_{Y})\\&={99 \over 100}\cdot {6 \over 10}+{95 \over 100}\cdot {4 \over 10}={{594+380} \over 1000}={974 \over 1000}\end{aligned}}} 1912: 1734: 1579: 1313: 1951: 448: 644: 2407: 2346: 549: 1476: 1363: 2285: 2230: 751: 1774: 1937:
supplies 60% of the total bulbs available and Y supplies 40% of the total bulbs available. What is the chance that a purchased bulb will work for longer than 5000 hours?
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The law of total probability extends to the case of conditioning on events generated by continuous random variables. Let
2582: 2592: 2511: 1184: 316: 304: 263: 2357: 2296: 487: 194: 130: 1439: 1326: 242: 103: 789:, is sometimes called "average probability"; "overall probability" is sometimes used in less formal writings. 2697: 2241: 2186: 368: 98: 2702: 364: 214: 714: 2461: 2444: 2436: 268: 157: 142: 1741: 2471: 459: 252: 123: 672: 2476: 147: 2609: 367:. It expresses the total probability of an outcome which can be realized via several distinct 2555: 2525: 2481: 2466: 288: 247: 152: 118: 2456: 1606: 1392: 1190: 1139: 360: 278: 172: 65: 763: 8: 237: 179: 167: 162: 1779: 1586: 1419: 1372: 1166: 652: 465: 455: 344: 224: 113: 53: 30: 2638: 2615: 2588: 2561: 2551: 2531: 2507: 1366: 283: 189: 88: 2417:
Thus each purchased light bulb has a 97.4% chance to work for more than 5000 hours.
757: 108: 38: 2672:, by John J. Schiller, Seymour Lipschutz, McGraw–Hill Professional, 2010, page 89. 184: 135: 792:
The law of total probability can also be stated for conditional probabilities:
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by Robert J. Beaver, Barbara M. Beaver, Thomson Brooks/Cole, 2005, page 159.
1933:'s bulbs work for over 5000 hours in 95% of cases. It is known that factory 1907:{\displaystyle P(Y\in B)=\int _{-\infty }^{\infty }P(Y\in B|X=x)f_{X}(x)dx.} 299: 209: 93: 219: 60: 48: 2287:
is the probability that the purchased bulb was manufactured by factory
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is the probability that the purchased bulb was manufactured by factory
1922: 77: 23: 2435:, which is a special case of the law of total probability applying to 1929:'s bulbs work for over 5000 hours in 99% of cases, whereas factory 204: 1729:{\displaystyle P(A)=\int _{-\infty }^{\infty }P(A|X=x)f_{X}(x)dx.} 1574:{\displaystyle P(A)=\int _{-\infty }^{\infty }P(A|X=x)dF_{X}(x).} 380: 711:, then these terms are simply omitted from the summation since 1308:{\displaystyle P(A\mid C)=\sum _{n}P(A\mid C,B_{n})P(B_{n})} 2678:, by H. C. Tijms, John Wiley and Sons, 2003, pages 431–432. 2504:
CRC Standard Probability and Statistics Tables and Formulae
443:{\displaystyle \left\{{B_{n}:n=1,2,3,\ldots }\right\}} 2360: 2299: 2244: 2189: 1949: 1804: 1782: 1744: 1638: 1609: 1589: 1486: 1442: 1422: 1395: 1375: 1329: 1223: 1193: 1169: 1142: 801: 766: 717: 675: 655: 639:{\displaystyle P(A)=\sum _{n}P(A\mid B_{n})P(B_{n}),} 563: 490: 468: 389: 2401: 2340: 2279: 2224: 2169: 1906: 1788: 1768: 1728: 1622: 1595: 1573: 1470: 1428: 1408: 1381: 1357: 1307: 1206: 1175: 1155: 1125: 781: 745: 703: 661: 638: 543: 474: 442: 2607: 2689: 2645:, Oxford Science Publications, 1986, Theorem 1B. 2523: 1940:Applying the law of total probability, we have: 1389:is a random variable with distribution function 2670:Schaum's Outline of Probability, Second Edition 2409:is the probability that a bulb manufactured by 2348:is the probability that a bulb manufactured by 2550: 2530:. Courier Dover Publications. pp. 47–48. 2402:{\displaystyle P(A\mid B_{Y})={95 \over 100}} 2341:{\displaystyle P(A\mid B_{X})={99 \over 100}} 760:, and consequently the marginal probability, 324: 2601: 2443:, a name that they also give to the related 1763: 1751: 1478:. Then the law of total probability states 544:{\displaystyle P(A)=\sum _{n}P(A\cap B_{n})} 2517: 2658:Introduction to Probability and Statistics 2580: 1471:{\displaystyle (\Omega ,{\mathcal {F}},P)} 1358:{\displaystyle (\Omega ,{\mathcal {F}},P)} 331: 317: 2684:, by Alan Gut, Springer, 1995, pages 5–6. 2574: 2544: 2666:, by Mark J. Schervish, Springer, 1995. 2690: 1738:Moreover, for the specific case where 756:The summation can be interpreted as a 383:that states, in its discrete case, if 2682:An Intermediate Course in Probability 2280:{\displaystyle P(B_{Y})={4 \over 10}} 2225:{\displaystyle P(B_{X})={6 \over 10}} 2498: 2496: 2676:A First Course in Stochastic Models 2502:Zwillinger, D., Kokoska, S. (2000) 1050: 944: 874: 13: 2611:Introduction to probability with R 1921:Suppose that two factories supply 1839: 1834: 1796:is a Borel set, then this yields 1667: 1662: 1515: 1510: 1454: 1446: 1341: 1333: 1318: 379:The law of total probability is a 14: 2714: 2493: 37: 2431:is sometimes taken to mean the 359:is a fundamental rule relating 2628: 2527:Concepts of probability theory 2420: 2413:will work for over 5000 hours. 2383: 2364: 2352:will work for over 5000 hours; 2322: 2303: 2261: 2248: 2206: 2193: 2067: 2054: 2045: 2026: 2017: 2004: 1995: 1976: 1963: 1957: 1892: 1886: 1873: 1860: 1847: 1820: 1808: 1714: 1708: 1695: 1682: 1675: 1648: 1642: 1565: 1559: 1543: 1530: 1523: 1496: 1490: 1465: 1443: 1352: 1330: 1302: 1289: 1283: 1258: 1239: 1227: 1120: 1097: 1091: 1062: 1040: 1034: 1026: 1020: 1014: 991: 985: 956: 931: 925: 916: 887: 861: 855: 847: 833: 821: 813: 805: 776: 770: 746:{\displaystyle P(A\mid B_{n})} 740: 721: 692: 679: 630: 617: 611: 592: 573: 567: 538: 519: 500: 494: 104:Collectively exhaustive events 1: 2651: 16:Concept in probability theory 2635:Probability: An Introduction 1769:{\displaystyle A=\{Y\in B\}} 374: 7: 2560:. For Dummies. p. 58. 2450: 462:events, then for any event 10: 2719: 2614:. CRC Press. p. 179. 2608:Kenneth Baclawski (2008). 1916: 1603:admits a density function 704:{\displaystyle P(B_{n})=0} 2524:Paul E. Pfeiffer (1978). 2437:discrete random variables 365:conditional probabilities 2587:. Springer. p. 41. 2487: 2462:Law of total expectation 2445:law of total expectation 2428:law of total probability 274:Law of total probability 269:Conditional independence 158:Exponential distribution 143:Probability distribution 2557:Probability for dummies 2472:Law of total covariance 1925:to the market. Factory 1163:as above, and assuming 460:collectively exhaustive 253:Conditional probability 2477:Law of total cumulance 2403: 2342: 2281: 2226: 2171: 1908: 1790: 1770: 1730: 1630:, then the result is 1624: 1597: 1575: 1472: 1430: 1410: 1383: 1359: 1309: 1208: 1177: 1157: 1127: 783: 747: 705: 663: 640: 545: 476: 444: 361:marginal probabilities 195:Continuous or discrete 148:Bernoulli distribution 2482:Marginal distribution 2467:Law of total variance 2404: 2343: 2282: 2227: 2172: 1909: 1791: 1771: 1731: 1625: 1623:{\displaystyle f_{X}} 1598: 1576: 1473: 1431: 1411: 1409:{\displaystyle F_{X}} 1384: 1360: 1310: 1209: 1207:{\displaystyle B_{n}} 1178: 1158: 1156:{\displaystyle B_{n}} 1128: 784: 748: 706: 664: 641: 546: 477: 445: 153:Binomial distribution 2698:Probability theorems 2664:Theory of Statistics 2457:Law of large numbers 2358: 2297: 2242: 2187: 1947: 1802: 1780: 1742: 1636: 1607: 1587: 1484: 1440: 1420: 1393: 1373: 1327: 1221: 1191: 1167: 1140: 799: 782:{\displaystyle P(A)} 764: 715: 673: 653: 561: 488: 466: 387: 357:of total probability 279:Law of large numbers 248:Marginal probability 173:Poisson distribution 22:Part of a series on 2581:Jim Pitman (1993). 2433:law of alternatives 1843: 1671: 1519: 554:or, alternatively, 238:Complementary event 180:Probability measure 168:Pareto distribution 163:Normal distribution 2399: 2338: 2277: 2222: 2167: 2165: 1904: 1826: 1786: 1766: 1726: 1654: 1620: 1593: 1571: 1502: 1468: 1426: 1406: 1379: 1355: 1305: 1254: 1204: 1173: 1153: 1123: 1058: 952: 882: 779: 743: 701: 659: 636: 588: 541: 515: 472: 456:mutually exclusive 452:countably infinite 440: 371:, hence the name. 345:probability theory 289:Boole's inequality 225:Stochastic process 114:Mutual exclusivity 31:Probability theory 2639:Geoffrey Grimmett 2621:978-1-4200-6521-3 2567:978-0-471-75141-0 2537:978-0-486-63677-1 2441:partition theorem 2397: 2336: 2275: 2220: 2161: 2148: 2127: 2114: 2101: 2088: 1789:{\displaystyle B} 1596:{\displaystyle X} 1429:{\displaystyle A} 1382:{\displaystyle X} 1367:probability space 1245: 1176:{\displaystyle C} 1049: 1044: 943: 935: 873: 865: 662:{\displaystyle n} 579: 506: 475:{\displaystyle A} 341: 340: 243:Joint probability 190:Bernoulli process 89:Probability space 2710: 2703:Statistical laws 2646: 2632: 2626: 2625: 2605: 2599: 2598: 2578: 2572: 2571: 2548: 2542: 2541: 2521: 2515: 2500: 2408: 2406: 2405: 2400: 2398: 2390: 2382: 2381: 2347: 2345: 2344: 2339: 2337: 2329: 2321: 2320: 2286: 2284: 2283: 2278: 2276: 2268: 2260: 2259: 2231: 2229: 2228: 2223: 2221: 2213: 2205: 2204: 2176: 2174: 2173: 2168: 2166: 2162: 2154: 2149: 2144: 2133: 2128: 2120: 2115: 2107: 2102: 2094: 2089: 2081: 2073: 2066: 2065: 2044: 2043: 2016: 2015: 1994: 1993: 1913: 1911: 1910: 1905: 1885: 1884: 1863: 1842: 1837: 1795: 1793: 1792: 1787: 1775: 1773: 1772: 1767: 1735: 1733: 1732: 1727: 1707: 1706: 1685: 1670: 1665: 1629: 1627: 1626: 1621: 1619: 1618: 1602: 1600: 1599: 1594: 1580: 1578: 1577: 1572: 1558: 1557: 1533: 1518: 1513: 1477: 1475: 1474: 1469: 1458: 1457: 1435: 1433: 1432: 1427: 1415: 1413: 1412: 1407: 1405: 1404: 1388: 1386: 1385: 1380: 1364: 1362: 1361: 1356: 1345: 1344: 1314: 1312: 1311: 1306: 1301: 1300: 1282: 1281: 1253: 1213: 1211: 1210: 1205: 1203: 1202: 1182: 1180: 1179: 1174: 1162: 1160: 1159: 1154: 1152: 1151: 1132: 1130: 1129: 1124: 1119: 1112: 1111: 1110: 1090: 1083: 1082: 1081: 1057: 1045: 1043: 1029: 1013: 1006: 1005: 1004: 984: 977: 976: 975: 951: 941: 936: 934: 920: 919: 915: 908: 907: 906: 881: 871: 866: 864: 850: 846: 828: 820: 816: 788: 786: 785: 780: 758:weighted average 752: 750: 749: 744: 739: 738: 710: 708: 707: 702: 691: 690: 668: 666: 665: 660: 645: 643: 642: 637: 629: 628: 610: 609: 587: 550: 548: 547: 542: 537: 536: 514: 481: 479: 478: 473: 449: 447: 446: 441: 439: 435: 404: 403: 333: 326: 319: 109:Elementary event 41: 19: 18: 2718: 2717: 2713: 2712: 2711: 2709: 2708: 2707: 2688: 2687: 2654: 2649: 2633: 2629: 2622: 2606: 2602: 2595: 2579: 2575: 2568: 2549: 2545: 2538: 2522: 2518: 2501: 2494: 2490: 2453: 2423: 2389: 2377: 2373: 2359: 2356: 2355: 2328: 2316: 2312: 2298: 2295: 2294: 2267: 2255: 2251: 2243: 2240: 2239: 2212: 2200: 2196: 2188: 2185: 2184: 2164: 2163: 2153: 2134: 2132: 2119: 2106: 2093: 2080: 2071: 2070: 2061: 2057: 2039: 2035: 2011: 2007: 1989: 1985: 1966: 1950: 1948: 1945: 1944: 1919: 1880: 1876: 1859: 1838: 1830: 1803: 1800: 1799: 1781: 1778: 1777: 1743: 1740: 1739: 1702: 1698: 1681: 1666: 1658: 1637: 1634: 1633: 1614: 1610: 1608: 1605: 1604: 1588: 1585: 1584: 1553: 1549: 1529: 1514: 1506: 1485: 1482: 1481: 1453: 1452: 1441: 1438: 1437: 1421: 1418: 1417: 1400: 1396: 1394: 1391: 1390: 1374: 1371: 1370: 1340: 1339: 1328: 1325: 1324: 1321: 1319:Continuous case 1296: 1292: 1277: 1273: 1249: 1222: 1219: 1218: 1198: 1194: 1192: 1189: 1188: 1168: 1165: 1164: 1147: 1143: 1141: 1138: 1137: 1106: 1102: 1101: 1100: 1077: 1073: 1072: 1065: 1053: 1030: 1000: 996: 995: 994: 971: 967: 966: 959: 947: 942: 940: 921: 902: 898: 897: 890: 883: 877: 872: 870: 851: 836: 829: 827: 812: 808: 800: 797: 796: 765: 762: 761: 734: 730: 716: 713: 712: 686: 682: 674: 671: 670: 654: 651: 650: 649:where, for any 624: 620: 605: 601: 583: 562: 559: 558: 532: 528: 510: 489: 486: 485: 467: 464: 463: 450:is a finite or 399: 395: 394: 390: 388: 385: 384: 377: 337: 185:Random variable 136:Bernoulli trial 17: 12: 11: 5: 2716: 2706: 2705: 2700: 2686: 2685: 2679: 2673: 2667: 2661: 2653: 2650: 2648: 2647: 2627: 2620: 2600: 2593: 2573: 2566: 2552:Deborah Rumsey 2543: 2536: 2516: 2491: 2489: 2486: 2485: 2484: 2479: 2474: 2469: 2464: 2459: 2452: 2449: 2422: 2419: 2415: 2414: 2396: 2393: 2388: 2385: 2380: 2376: 2372: 2369: 2366: 2363: 2353: 2335: 2332: 2327: 2324: 2319: 2315: 2311: 2308: 2305: 2302: 2292: 2274: 2271: 2266: 2263: 2258: 2254: 2250: 2247: 2237: 2219: 2216: 2211: 2208: 2203: 2199: 2195: 2192: 2178: 2177: 2160: 2157: 2152: 2147: 2143: 2140: 2137: 2131: 2126: 2123: 2118: 2113: 2110: 2105: 2100: 2097: 2092: 2087: 2084: 2079: 2076: 2074: 2072: 2069: 2064: 2060: 2056: 2053: 2050: 2047: 2042: 2038: 2034: 2031: 2028: 2025: 2022: 2019: 2014: 2010: 2006: 2003: 2000: 1997: 1992: 1988: 1984: 1981: 1978: 1975: 1972: 1969: 1967: 1965: 1962: 1959: 1956: 1953: 1952: 1918: 1915: 1903: 1900: 1897: 1894: 1891: 1888: 1883: 1879: 1875: 1872: 1869: 1866: 1862: 1858: 1855: 1852: 1849: 1846: 1841: 1836: 1833: 1829: 1825: 1822: 1819: 1816: 1813: 1810: 1807: 1785: 1765: 1762: 1759: 1756: 1753: 1750: 1747: 1725: 1722: 1719: 1716: 1713: 1710: 1705: 1701: 1697: 1694: 1691: 1688: 1684: 1680: 1677: 1674: 1669: 1664: 1661: 1657: 1653: 1650: 1647: 1644: 1641: 1617: 1613: 1592: 1570: 1567: 1564: 1561: 1556: 1552: 1548: 1545: 1542: 1539: 1536: 1532: 1528: 1525: 1522: 1517: 1512: 1509: 1505: 1501: 1498: 1495: 1492: 1489: 1467: 1464: 1461: 1456: 1451: 1448: 1445: 1425: 1403: 1399: 1378: 1354: 1351: 1348: 1343: 1338: 1335: 1332: 1320: 1317: 1316: 1315: 1304: 1299: 1295: 1291: 1288: 1285: 1280: 1276: 1272: 1269: 1266: 1263: 1260: 1257: 1252: 1248: 1244: 1241: 1238: 1235: 1232: 1229: 1226: 1201: 1197: 1187:of any of the 1172: 1150: 1146: 1134: 1133: 1122: 1118: 1115: 1109: 1105: 1099: 1096: 1093: 1089: 1086: 1080: 1076: 1071: 1068: 1064: 1061: 1056: 1052: 1048: 1042: 1039: 1036: 1033: 1028: 1025: 1022: 1019: 1016: 1012: 1009: 1003: 999: 993: 990: 987: 983: 980: 974: 970: 965: 962: 958: 955: 950: 946: 939: 933: 930: 927: 924: 918: 914: 911: 905: 901: 896: 893: 889: 886: 880: 876: 869: 863: 860: 857: 854: 849: 845: 842: 839: 835: 832: 826: 823: 819: 815: 811: 807: 804: 778: 775: 772: 769: 742: 737: 733: 729: 726: 723: 720: 700: 697: 694: 689: 685: 681: 678: 658: 647: 646: 635: 632: 627: 623: 619: 616: 613: 608: 604: 600: 597: 594: 591: 586: 582: 578: 575: 572: 569: 566: 552: 551: 540: 535: 531: 527: 524: 521: 518: 513: 509: 505: 502: 499: 496: 493: 471: 438: 434: 431: 428: 425: 422: 419: 416: 413: 410: 407: 402: 398: 393: 376: 373: 339: 338: 336: 335: 328: 321: 313: 310: 309: 308: 307: 302: 294: 293: 292: 291: 286: 284:Bayes' theorem 281: 276: 271: 266: 258: 257: 256: 255: 250: 245: 240: 232: 231: 230: 229: 228: 227: 222: 217: 215:Observed value 212: 207: 202: 200:Expected value 197: 192: 182: 177: 176: 175: 170: 165: 160: 155: 150: 140: 139: 138: 128: 127: 126: 121: 116: 111: 106: 96: 91: 83: 82: 81: 80: 75: 70: 69: 68: 58: 57: 56: 43: 42: 34: 33: 27: 26: 15: 9: 6: 4: 3: 2: 2715: 2704: 2701: 2699: 2696: 2695: 2693: 2683: 2680: 2677: 2674: 2671: 2668: 2665: 2662: 2659: 2656: 2655: 2644: 2643:Dominic Welsh 2640: 2636: 2631: 2623: 2617: 2613: 2612: 2604: 2596: 2594:0-387-97974-3 2590: 2586: 2585: 2577: 2569: 2563: 2559: 2558: 2553: 2547: 2539: 2533: 2529: 2528: 2520: 2513: 2512:1-58488-059-7 2509: 2506:, CRC Press. 2505: 2499: 2497: 2492: 2483: 2480: 2478: 2475: 2473: 2470: 2468: 2465: 2463: 2460: 2458: 2455: 2454: 2448: 2446: 2442: 2438: 2434: 2430: 2429: 2418: 2412: 2394: 2391: 2386: 2378: 2374: 2370: 2367: 2361: 2354: 2351: 2333: 2330: 2325: 2317: 2313: 2309: 2306: 2300: 2293: 2290: 2272: 2269: 2264: 2256: 2252: 2245: 2238: 2235: 2217: 2214: 2209: 2201: 2197: 2190: 2183: 2182: 2181: 2158: 2155: 2150: 2145: 2141: 2138: 2135: 2129: 2124: 2121: 2116: 2111: 2108: 2103: 2098: 2095: 2090: 2085: 2082: 2077: 2075: 2062: 2058: 2051: 2048: 2040: 2036: 2032: 2029: 2023: 2020: 2012: 2008: 2001: 1998: 1990: 1986: 1982: 1979: 1973: 1970: 1968: 1960: 1954: 1943: 1942: 1941: 1938: 1936: 1932: 1928: 1924: 1914: 1901: 1898: 1895: 1889: 1881: 1877: 1870: 1867: 1864: 1856: 1853: 1850: 1844: 1831: 1827: 1823: 1817: 1814: 1811: 1805: 1797: 1783: 1760: 1757: 1754: 1748: 1745: 1736: 1723: 1720: 1717: 1711: 1703: 1699: 1692: 1689: 1686: 1678: 1672: 1659: 1655: 1651: 1645: 1639: 1631: 1615: 1611: 1590: 1581: 1568: 1562: 1554: 1550: 1546: 1540: 1537: 1534: 1526: 1520: 1507: 1503: 1499: 1493: 1487: 1479: 1462: 1459: 1449: 1423: 1401: 1397: 1376: 1368: 1349: 1346: 1336: 1297: 1293: 1286: 1278: 1274: 1270: 1267: 1264: 1261: 1255: 1250: 1246: 1242: 1236: 1233: 1230: 1224: 1217: 1216: 1215: 1199: 1195: 1186: 1170: 1148: 1144: 1116: 1113: 1107: 1103: 1094: 1087: 1084: 1078: 1074: 1069: 1066: 1059: 1054: 1046: 1037: 1031: 1023: 1017: 1010: 1007: 1001: 997: 988: 981: 978: 972: 968: 963: 960: 953: 948: 937: 928: 922: 912: 909: 903: 899: 894: 891: 884: 878: 867: 858: 852: 843: 840: 837: 830: 824: 817: 809: 802: 795: 794: 793: 790: 773: 767: 759: 754: 735: 731: 727: 724: 718: 698: 695: 687: 683: 676: 656: 633: 625: 621: 614: 606: 602: 598: 595: 589: 584: 580: 576: 570: 564: 557: 556: 555: 533: 529: 525: 522: 516: 511: 507: 503: 497: 491: 484: 483: 482: 469: 461: 457: 453: 436: 432: 429: 426: 423: 420: 417: 414: 411: 408: 405: 400: 396: 391: 382: 372: 370: 366: 362: 358: 354: 350: 346: 334: 329: 327: 322: 320: 315: 314: 312: 311: 306: 303: 301: 298: 297: 296: 295: 290: 287: 285: 282: 280: 277: 275: 272: 270: 267: 265: 262: 261: 260: 259: 254: 251: 249: 246: 244: 241: 239: 236: 235: 234: 233: 226: 223: 221: 218: 216: 213: 211: 208: 206: 203: 201: 198: 196: 193: 191: 188: 187: 186: 183: 181: 178: 174: 171: 169: 166: 164: 161: 159: 156: 154: 151: 149: 146: 145: 144: 141: 137: 134: 133: 132: 129: 125: 122: 120: 117: 115: 112: 110: 107: 105: 102: 101: 100: 97: 95: 92: 90: 87: 86: 85: 84: 79: 76: 74: 73:Indeterminism 71: 67: 64: 63: 62: 59: 55: 52: 51: 50: 47: 46: 45: 44: 40: 36: 35: 32: 29: 28: 25: 21: 20: 2681: 2675: 2669: 2663: 2657: 2634: 2630: 2610: 2603: 2583: 2576: 2556: 2546: 2526: 2519: 2503: 2440: 2432: 2427: 2426: 2424: 2416: 2410: 2349: 2288: 2233: 2179: 1939: 1934: 1930: 1926: 1920: 1798: 1737: 1632: 1582: 1480: 1436:an event on 1322: 1183:is an event 1135: 791: 755: 648: 553: 378: 356: 352: 348: 342: 305:Tree diagram 300:Venn diagram 273: 264:Independence 210:Markov chain 94:Sample space 2584:Probability 2421:Other names 1923:light bulbs 1185:independent 1136:Taking the 753:is finite. 220:Random walk 61:Determinism 49:Probability 2692:Categories 2652:References 1369:. Suppose 131:Experiment 78:Randomness 24:statistics 2425:The term 2371:∣ 2310:∣ 2117:⋅ 2091:⋅ 2049:⋅ 2033:∣ 1999:⋅ 1983:∣ 1854:∈ 1840:∞ 1835:∞ 1832:− 1828:∫ 1815:∈ 1758:∈ 1668:∞ 1663:∞ 1660:− 1656:∫ 1516:∞ 1511:∞ 1508:− 1504:∫ 1447:Ω 1334:Ω 1265:∣ 1247:∑ 1234:∣ 1114:∣ 1070:∣ 1051:∑ 1008:∣ 964:∣ 945:∑ 875:∑ 728:∣ 599:∣ 581:∑ 526:∩ 508:∑ 433:… 375:Statement 124:Singleton 2554:(2006). 2514:page 31. 2451:See also 1776:, where 205:Variance 1917:Example 454:set of 381:theorem 353:formula 119:Outcome 2618:  2591:  2564:  2534:  2510:  2180:where 1416:, and 369:events 347:, the 66:System 54:Axioms 2637:, by 2488:Notes 1365:be a 669:, if 99:Event 2641:and 2616:ISBN 2589:ISBN 2562:ISBN 2532:ISBN 2508:ISBN 2159:1000 2146:1000 458:and 351:(or 2395:100 2334:100 2156:974 2142:380 2136:594 2112:100 2086:100 1583:If 363:to 349:law 343:In 2694:: 2495:^ 2447:. 2392:95 2331:99 2273:10 2218:10 2125:10 2109:95 2099:10 2083:99 1214:: 355:) 2624:. 2597:. 2570:. 2540:. 2411:Y 2387:= 2384:) 2379:Y 2375:B 2368:A 2365:( 2362:P 2350:X 2326:= 2323:) 2318:X 2314:B 2307:A 2304:( 2301:P 2291:; 2289:Y 2270:4 2265:= 2262:) 2257:Y 2253:B 2249:( 2246:P 2236:; 2234:X 2215:6 2210:= 2207:) 2202:X 2198:B 2194:( 2191:P 2151:= 2139:+ 2130:= 2122:4 2104:+ 2096:6 2078:= 2068:) 2063:Y 2059:B 2055:( 2052:P 2046:) 2041:Y 2037:B 2030:A 2027:( 2024:P 2021:+ 2018:) 2013:X 2009:B 2005:( 2002:P 1996:) 1991:X 1987:B 1980:A 1977:( 1974:P 1971:= 1964:) 1961:A 1958:( 1955:P 1935:X 1931:Y 1927:X 1902:. 1899:x 1896:d 1893:) 1890:x 1887:( 1882:X 1878:f 1874:) 1871:x 1868:= 1865:X 1861:| 1857:B 1851:Y 1848:( 1845:P 1824:= 1821:) 1818:B 1812:Y 1809:( 1806:P 1784:B 1764:} 1761:B 1755:Y 1752:{ 1749:= 1746:A 1724:. 1721:x 1718:d 1715:) 1712:x 1709:( 1704:X 1700:f 1696:) 1693:x 1690:= 1687:X 1683:| 1679:A 1676:( 1673:P 1652:= 1649:) 1646:A 1643:( 1640:P 1616:X 1612:f 1591:X 1569:. 1566:) 1563:x 1560:( 1555:X 1551:F 1547:d 1544:) 1541:x 1538:= 1535:X 1531:| 1527:A 1524:( 1521:P 1500:= 1497:) 1494:A 1491:( 1488:P 1466:) 1463:P 1460:, 1455:F 1450:, 1444:( 1424:A 1402:X 1398:F 1377:X 1353:) 1350:P 1347:, 1342:F 1337:, 1331:( 1303:) 1298:n 1294:B 1290:( 1287:P 1284:) 1279:n 1275:B 1271:, 1268:C 1262:A 1259:( 1256:P 1251:n 1243:= 1240:) 1237:C 1231:A 1228:( 1225:P 1200:n 1196:B 1171:C 1149:n 1145:B 1121:) 1117:C 1108:n 1104:B 1098:( 1095:P 1092:) 1088:C 1085:, 1079:n 1075:B 1067:A 1063:( 1060:P 1055:n 1047:= 1041:) 1038:C 1035:( 1032:P 1027:) 1024:C 1021:( 1018:P 1015:) 1011:C 1002:n 998:B 992:( 989:P 986:) 982:C 979:, 973:n 969:B 961:A 957:( 954:P 949:n 938:= 932:) 929:C 926:( 923:P 917:) 913:C 910:, 904:n 900:B 895:, 892:A 888:( 885:P 879:n 868:= 862:) 859:C 856:( 853:P 848:) 844:C 841:, 838:A 834:( 831:P 825:= 822:) 818:C 814:| 810:A 806:( 803:P 777:) 774:A 771:( 768:P 741:) 736:n 732:B 725:A 722:( 719:P 699:0 696:= 693:) 688:n 684:B 680:( 677:P 657:n 634:, 631:) 626:n 622:B 618:( 615:P 612:) 607:n 603:B 596:A 593:( 590:P 585:n 577:= 574:) 571:A 568:( 565:P 539:) 534:n 530:B 523:A 520:( 517:P 512:n 504:= 501:) 498:A 495:( 492:P 470:A 437:} 430:, 427:3 424:, 421:2 418:, 415:1 412:= 409:n 406:: 401:n 397:B 392:{ 332:e 325:t 318:v

Index

statistics
Probability theory

Probability
Axioms
Determinism
System
Indeterminism
Randomness
Probability space
Sample space
Event
Collectively exhaustive events
Elementary event
Mutual exclusivity
Outcome
Singleton
Experiment
Bernoulli trial
Probability distribution
Bernoulli distribution
Binomial distribution
Exponential distribution
Normal distribution
Pareto distribution
Poisson distribution
Probability measure
Random variable
Bernoulli process
Continuous or discrete

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