Probability Basics and Distributions

Vocabulary flashcards covering key concepts from Probability Basics, Probability Distributions, and related rules.

Probability

The branch of mathematics that deals with measuring the likelihood or uncertainty around events.

Relative Frequency

A method to compute the likelihood of a future event based on the frequency of that event in the past.

Subjective Estimate

An estimate of likelihood ideally provided by an expert, not based on past frequencies.

Sample Space

The set of all possible outcomes in a probabilistic experiment.

Probability Function P()

A function that takes an event as a parameter and returns the likelihood of that event.

Prior Probability

The probability of an event without contextual information; also known as unconditional probability.

Joint Probability

The probability of two or more events occurring together.

Posterior Probability

The probability of an event given that one or more events have been observed; also known as conditional probability.

Marginalisation

The process of summing out other variables to compute conditional probabilities.

Probability Distribution

A data structure that describes the probabilities of each value in a feature's domain.

Joint Probability Distribution

A multi-dimensional matrix that describes the probabilities of combinations of events across multiple features.

Theorem of Total Probability

An equation that expresses the total probability of an event based on conditional probabilities.