In probability theory, the expected value is a generalization of the weighted average. Informally, the expected value is the mean of the possible values a random variable can take, weighted by the probability of those outcomes. Since it is obtained through arithmetic, the expected value sometimes may not even be included in the sample data set; it is not the value you would "expect" to get in reality.
In mathematics, an integral is the continuous analog of a sum, which is used to calculate areas, volumes, and their generalizations. Integration, the process of computing an integral, is one of the two fundamental operations of calculus, the other being differentiation. Integration was initially used to solve problems in mathematics and physics, such as finding the area under a curve, or determining displacement from velocity. Usage of integration expanded to a wide variety of scientific fields thereafter.
Probability theory or probability calculus is the branch of mathematics concerned with probability. Although there are several different probability interpretations, probability theory treats the concept in a rigorous mathematical manner by expressing it through a set of axioms. Typically these axioms formalise probability in terms of a probability space, which assigns a measure taking values between 0 and 1, termed the probability measure, to a set of outcomes called the sample space. Any specified subset of the sample space is called an event.
In probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of possible outcomes for an experiment. It is a mathematical description of a random phenomenon in terms of its sample space and the probabilities of events.
A random variable is a mathematical formalization of a quantity or object which depends on random events. The term 'random variable' in its mathematical definition refers to neither randomness nor variability but instead is a mathematical function in which
In mathematical analysis, the Dirac delta function, also known as the unit impulse, is a generalized function on the real numbers, whose value is zero everywhere except at zero, and whose integral over the entire real line is equal to one. Since there is no function having this property, modelling the delta "function" rigorously involves the use of limits or, as is common in mathematics, measure theory and the theory of distributions.
Fractional calculus is a branch of mathematical analysis that studies the several different possibilities of defining real number powers or complex number powers of the differentiation operator
In calculus and real analysis, absolute continuity is a smoothness property of functions that is stronger than continuity and uniform continuity. The notion of absolute continuity allows one to obtain generalizations of the relationship between the two central operations of calculus—differentiation and integration. This relationship is commonly characterized in the framework of Riemann integration, but with absolute continuity it may be formulated in terms of Lebesgue integration. For real-valued functions on the real line, two interrelated notions appear: absolute continuity of functions and absolute continuity of measures. These two notions are generalized in different directions. The usual derivative of a function is related to the Radon–Nikodym derivative, or density, of a measure. We have the following chains of inclusions for functions over a compact subset of the real line:
In mathematics, the Riemann–Stieltjes integral is a generalization of the Riemann integral, named after Bernhard Riemann and Thomas Joannes Stieltjes. The definition of this integral was first published in 1894 by Stieltjes. It serves as an instructive and useful precursor of the Lebesgue integral, and an invaluable tool in unifying equivalent forms of statistical theorems that apply to discrete and continuous probability.
In mathematics, the Radon–Nikodym theorem is a result in measure theory that expresses the relationship between two measures defined on the same measurable space. A measure is a set function that assigns a consistent magnitude to the measurable subsets of a measurable space. Examples of a measure include area and volume, where the subsets are sets of points; or the probability of an event, which is a subset of possible outcomes within a wider probability space.
The Laplace–Stieltjes transform, named for Pierre-Simon Laplace and Thomas Joannes Stieltjes, is an integral transform similar to the Laplace transform. For real-valued functions, it is the Laplace transform of a Stieltjes measure, however it is often defined for functions with values in a Banach space. It is useful in a number of areas of mathematics, including functional analysis, and certain areas of theoretical and applied probability.
In mathematics, the support of a real-valued function is the subset of the function domain containing the elements which are not mapped to zero. If the domain of is a topological space, then the support of is instead defined as the smallest closed set containing all points not mapped to zero. This concept is used widely in mathematical analysis.
In mathematics, a weak derivative is a generalization of the concept of the derivative of a function for functions not assumed differentiable, but only integrable, i.e., to lie in the Lp space.
In mathematics, generalized functions are objects extending the notion of functions on real or complex numbers. There is more than one recognized theory, for example the theory of distributions. Generalized functions are especially useful for treating discontinuous functions more like smooth functions, and describing discrete physical phenomena such as point charges. They are applied extensively, especially in physics and engineering. Important motivations have been the technical requirements of theories of partial differential equations and group representations.
In mathematics, two positive measures and defined on a measurable space are called singular if there exist two disjoint measurable sets whose union is such that is zero on all measurable subsets of while is zero on all measurable subsets of This is denoted by
In mathematical analysis, Rademacher's theorem, named after Hans Rademacher, states the following: If U is an open subset of Rn and f: U → Rm is Lipschitz continuous, then f is differentiable almost everywhere in U; that is, the points in U at which f is not differentiable form a set of Lebesgue measure zero. Differentiability here refers to infinitesimal approximability by a linear map, which in particular asserts the existence of the coordinate-wise partial derivatives.
In probability theory and statistics, the law of the unconscious statistician, or LOTUS, is a theorem which expresses the expected value of a function g(X) of a random variable X in terms of g and the probability distribution of X.
In mathematics, the integral of a non-negative function of a single variable can be regarded, in the simplest case, as the area between the graph of that function and the X axis. The Lebesgue integral, named after French mathematician Henri Lebesgue, is one way to make this concept rigorous and to extend it to more general functions.
In mathematics, the Khinchin integral, also known as the Denjoy–Khinchin integral, generalized Denjoy integral or wide Denjoy integral, is one of a number of definitions of the integral of a function. It is a generalization of the Riemann and Lebesgue integrals. It is named after Aleksandr Khinchin and Arnaud Denjoy, but is not to be confused with the (narrow) Denjoy integral.
In mathematics and statistics, a quantitative variable may be continuous or discrete if they are typically obtained by measuring or counting, respectively. If it can take on two particular real values such that it can also take on all real values between them, the variable is continuous in that interval. If it can take on a value such that there is a non-infinitesimal gap on each side of it containing no values that the variable can take on, then it is discrete around that value. In some contexts, a variable can be discrete in some ranges of the number line and continuous in others.
