- https://doi.org/10.1007/978-3-319-90515-0_1
Review of Probability Theory
- Jan 1, 2018
- Ettore Vitali +2 more
Abstract
This chapter provides a self-contained review of the foundations of probability theory, in order to fix notations and introduce mathematical objects employed in the remaining chapters. In particular we stress the notions of measurability, related to what it is actually possible to observe when performing an experiment, and statistical independence. We present several tools to deal with random variables; in particular we focus on the normal random variables, a cornerstone in the theory of random phenomena. We conclude presenting the law of large numbers and the central limit theorem.
- # Normal Random Variables
- # Central Limit Theorem
- # Statistical Independence
- # Random Variables
- # Foundations Of Theory
- # Normal Variables
- # Random Phenomena
- # Mathematical Objects
- # Limit Theorem
- # Probability Theory
