definition 11.1 Discrete probability space
open in the book ·
parts/02-mathematical-methods/09-probability-statistics.tex:68
· p. 371
- ground object -- no derivation owed
Rests on
-
depends_on
definition 7.45
Series
¶
- depends_on definition 7.2 Absolute value ¶
-
depends_on
definition 7.4
Convergence
¶
- depends_on definition 7.2 Absolute value ¶ ↺
Supports
-
depends_on
definition 11.3
Discrete random variable
¶
-
depends_on
definition 11.4
Expectation
¶
- depends_on definition A.741 The statistical setting ¶
-
depends_on
definition 11.23
Expectation, moments and quantiles in the continuous
case
¶
- depends_on example 11.30 Exponential lifetimes ¶
- depends_on proposition 11.29 Gaussian moments ¶
- depends_on proposition 11.27 Probability integral transform ¶
-
depends_on
proposition 11.24
The algebra of the discrete case transfers
¶
- depends_on example 11.30 Exponential lifetimes ¶ ↺
- depends_on proposition 11.26 Product rule ¶
-
depends_on
proposition 11.5
Transfer, linearity, monotonicity
¶
-
depends_on
definition 11.11
Covariance and correlation
¶
- depends_on corollary 11.15 Bounds on the correlation coefficient ¶
- depends_on definition 11.16 Sample mean, variance and correlation ¶
- depends_on lemma 11.63 Cauchy–Schwarz for random variables ¶
- depends_on proposition 11.12 Bilinearity ¶
-
depends_on
definition 11.6
Moments, variance, standard deviation
¶
- depends_on definition 11.11 Covariance and correlation ¶ ↺
- depends_on definition 11.16 Sample mean, variance and correlation ¶ ↺
- depends_on example 11.18 Three standard discrete distributions ¶
- depends_on lemma 11.63 Cauchy–Schwarz for random variables ¶ ↺
- depends_on lemma 11.50 Markov and Chebyshev inequalities ¶
- depends_on proposition 11.7 Variance identity ¶
- depends_on lemma 11.50 Markov and Chebyshev inequalities ¶ ↺
- depends_on proposition 11.12 Bilinearity ¶ ↺
- depends_on proposition 11.24 The algebra of the discrete case transfers ¶ ↺
- depends_on proposition 11.7 Variance identity ¶ ↺
-
depends_on
definition 11.11
Covariance and correlation
¶
- depends_on theorem A.169 Dominated convergence ¶
- depends_on theorem A.170 Fubini's theorem, bounded case ¶
- depends_on theorem A.223 Tonelli and dominated convergence, as used here ¶
-
depends_on
definition 11.13
Independence
¶
-
depends_on
definition 11.25
Joint density and independence
¶
- depends_on proposition 11.26 Product rule ¶ ↺
- depends_on definition 11.16 Sample mean, variance and correlation ¶ ↺
-
depends_on
proposition 11.14
Independence implies zero covariance; the converse
fails
¶
- depends_on example 11.18 Three standard discrete distributions ¶ ↺
-
depends_on
proposition 11.17
Sampling identities
¶
- depends_on example 11.19 A counting measurement ¶
- depends_on example 11.31 A length measurement ¶
-
depends_on
definition 11.25
Joint density and independence
¶
-
depends_on
definition 11.8
Quantiles and median
¶
- depends_on example 11.31 A length measurement ¶ ↺
-
depends_on
proposition 11.10
What the mean and the median minimise
¶
- depends_on example 11.30 Exponential lifetimes ¶ ↺
-
depends_on
definition 11.4
Expectation
¶
-
depends_on
definition 11.34
Measure; measure space
¶
-
depends_on
definition 11.38
Measure-preserving map; invariant measure;
ergodicity
¶
- depends_on theorem 11.39 Birkhoff's pointwise ergodic theorem ¶
-
depends_on
definition 11.35
Null set; almost everywhere
¶
- depends_on definition 11.38 Measure-preserving map; invariant measure; ergodicity ¶ ↺
-
depends_on
proposition 11.36
Monotonicity, countable subadditivity, and null
sets
¶
- depends_on theorem 11.39 Birkhoff's pointwise ergodic theorem ¶ ↺
- depends_on proposition 11.36 Monotonicity, countable subadditivity, and null sets ¶ ↺
-
depends_on
definition 11.38
Measure-preserving map; invariant measure;
ergodicity
¶
-
depends_on
definition 11.33
Sigma-algebra
¶
- depends_on definition 11.34 Measure; measure space ¶ ↺
-
depends_on
proposition 11.2
Elementary rules
¶
- depends_on proposition 11.5 Transfer, linearity, monotonicity ¶ ↺
Neighborhood
Every logical edge within two steps of this node.
- declared and complete
- partly declared
- a check failed
- not graded
- declared in the source
- inferred from structure
Edges
| type | direction | node | provenance | where |
|---|---|---|---|---|
depends_on |
→ | Series | declared | parts/02-mathematical-methods/09-probability-statistics.tex:79 |
depends_on |
← | Discrete random variable | declared | parts/02-mathematical-methods/09-probability-statistics.tex:131 |
depends_on |
← | Measure; measure space | declared | parts/02-mathematical-methods/09-probability-statistics.tex:898 |
depends_on |
← | Sigma-algebra | declared | parts/02-mathematical-methods/09-probability-statistics.tex:880 |
depends_on |
← | Elementary rules | declared | parts/02-mathematical-methods/09-probability-statistics.tex:99 |