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For a countable set of n disjoint events E_1, E_2, ..., E_n P( union _(i=1)^nE_i)=sum_(i=1)^nP(E_i).

Two variates A and B are statistically independent iff the conditional probability P(A|B) of A given B satisfies P(A|B)=P(A), (1) in which case the probability of A and B is ...

A sequence X_1, X_2, ... of random variates is called Markov (or Markoff) if, for any n, F(X_n|X_(n-1),X_(n-2),...,X_1)=F(X_n|X_(n-1)), i.e., if the conditional distribution ...

n events are said to be mutually exclusive if the occurrence of any one of them precludes any of the others. Therefore, for events X_1, ..., X_n, the conditional probability ...

There are a number of point processes which are called Hawkes processes and while many of these notions are similar, some are rather different. There are also different ...

Let A and B_j be sets. Conditional probability requires that P(A intersection B_j)=P(A)P(B_j|A), (1) where intersection denotes intersection ("and"), and also that P(A ...

A regression giving conditional expectation values of a given variable in terms of two or more other variables.

A temporal point process is a random process whose realizations consist of the times {tau_j}_(j in J) of isolated events. Note that in some literature, the values tau_j are ...

Fisher's exact test is a statistical test used to determine if there are nonrandom associations between two categorical variables. Let there exist two such variables X and Y, ...

The connective in A<=>B (also denoted A=B) that returns a true result iff A and B are either both true or both false. The biconditional is also called an equivalence.