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Probability Theory

(Up) | See also: Mathematics


Web resources

Foundations

Kolmogorov axioms - Wikipedia

Basic Questions

Is probability physical or idealistic? Is probability an inherent part of nature/reality?

probability - In a family with two children, what are the chances, if one of the children is a girl, that both children are girls? - Mathematics Stack Exchange ★★★

probability - A and B are independent. Does P(A ∩ B\|C) = P(A\|C) · P(B\|C) hold? - Cross Validated ★★★

lattices made by \$a\wedge b = ab\$ and \$a\vee b=a+b-ab\$ - Mathematics Stack Exchange

Q: Is it possible to choose an item from an infinite set of items such that each one has an equal chance of being selected? | Ask a Mathematician / Ask a Physicist ★★★

probability theory - Is the Axiom of Choice inconsistent with Countable Additivity? - Mathematics Stack Exchange

Conditional Probability

Conditioning (probability) - Wikipedia

Conditional probability - Wikipedia

Law of total probability - Wikipedia

Chain rule (probability) - Wikipedia

Bayesian Probability

probability - Do Bayesians accept Kolmogorov\'s axioms? - Cross Validated ★★★

bayesian probability and measure theory - Mathematics Stack Exchange

Stochastic Processes

Does the law of large numbers explain why quantum mechanics leads to statistical regularities? - Philosophy Stack Exchange

stochastic calculus - Why is Brownian motion useful in finance? - Quantitative Finance Stack Exchange

Algebraic Probability

Algebraic Probability -- Almost Sure

254A, Notes 5: Free probability \| What\'s new

(in Mathematics) Readings | Mathematics for Computer Science | Electrical Engineering and Computer Science | MIT OpenCourseWare ★★

Papers

Probability Theory without Bayes\' Rule

(in Order Theory) Deriving Laws from Ordering Relations (online @ archive.org) ★★★ 💭

Books

Probability, Statistics, and Data (online @ mathstat.slu.edu) ★ 💭

Probability Theory (Jaynes) (online @ www.med.mcgill.ca, bayes.wustl.edu, archive.org, archive.org) ★★★ 💭