The Probability Workbook
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Basic probability
Stochastic Calculus
Probability Pages
Characteristic functions (aka Fourier Transforms)
Counting some Examples
Generating Functions and Limit Theorems
Collected HW for Math 230 from various years
Notation
Style Guide
Bibliography
Admin
230 HW
Home
Basic probability
Stochastic Calculus
Probability Pages
Characteristic functions (aka Fourier Transforms)
Counting some Examples
Generating Functions and Limit Theorems
Collected HW for Math 230 from various years
Notation
Style Guide
Bibliography
Admin
230 HW
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Notation
Pages
Admin
Bibliography
Collected HW for Math 230 from various years
Notation
Probability Pages
Characteristic functions (aka Fourier Transforms)
Counting some Examples
Generating Functions and Limit Theorems
Style Guide
Notation
\(\mathbf{1}_A\) is the
indicator function on the set
\(A\). It is defined by \[ \mathbf{1}_A(x) = \begin{cases} 1 & \text{if $x \in A$}\\ 0 & \text{if $x \not \in A$} \end{cases}\]
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Basic probability (215)
Addition rule (1)
Algebra of events (5)
approximation of events (10)
Bayes Theorem (17)
Binomial (16)
Bounding Probabilies (3)
Cards (7)
Change of Variable (5)
Coin Flips (12)
Conditional Expectation (7)
Conditional Variance (2)
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Continuous uniforms (1)
Counting (6)
cumulative distribution function (3)
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Drawing without replacement (3)
exchangeable (1)
Expectations (25)
Exponential Random Variables (7)
Generating Functions (3)
Geometric Distribution (7)
hypergeometric distribution (2)
inclusion-exclusion formula (6)
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Normal/CLT approximation (9)
Order Statistics (5)
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Prior/Posterior Distribution (3)
probability density function (6)
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Typical vs Atypical (2)
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Urns (3)
Basic Stochastic Processes (9)
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Markov Chain (finite state space) (6)
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random walk (1)
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Girsonov theorem (2)
Ito Formula (7)
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Stratonovich Integral (3)
Stochastic Proceses (Master Level) (1)
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Kolmogorov Continuity Theorem (1)