Probability theory
lastmod 2018-08-17created 2014-11-128 edits
Probability theory is the branch of mathematics that studies probability. Probability theory aims to describe non-deterministic phenomena mathematically, and its main objects of study include random variables, stochastic processes, and events. Probability theory is the mathematical foundation of statistics. In addition, to survive, humans must make decisions at every moment in response to an environment that changes in ways that cannot be directly predicted, and this is based on probability theory, whether consciously or unconsciously. Probabilistic methods also play a major role in describing complex systems for which complete information is not known, such as in statistical mechanics. Furthermore, quantum mechanics, a physical theory that emerged in the early 20th century, revealed that physical phenomena in microscopic systems are fundamentally probabilistic in nature.
See also
- Decision Theory
- Probability Density Function; PDF
- Bayesian probability / Bayes' theorem
- Machine learning
- Maximum a posteriori estimation (MAP)
- Maximum likelihood estimation (MLE)