Measurable functionIn mathematics and in particular measure theory, a measurable function is a function between the underlying sets of two measurable spaces that preserves the structure of the spaces: the of any measurable set is measurable. This is in direct analogy to the definition that a continuous function between topological spaces preserves the topological structure: the preimage of any open set is open. In real analysis, measurable functions are used in the definition of the Lebesgue integral.
Conditional independenceIn probability theory, conditional independence describes situations wherein an observation is irrelevant or redundant when evaluating the certainty of a hypothesis. Conditional independence is usually formulated in terms of conditional probability, as a special case where the probability of the hypothesis given the uninformative observation is equal to the probability without. If is the hypothesis, and and are observations, conditional independence can be stated as an equality: where is the probability of given both and .
Independence (probability theory)Independence is a fundamental notion in probability theory, as in statistics and the theory of stochastic processes. Two events are independent, statistically independent, or stochastically independent if, informally speaking, the occurrence of one does not affect the probability of occurrence of the other or, equivalently, does not affect the odds. Similarly, two random variables are independent if the realization of one does not affect the probability distribution of the other.
Law of total varianceIn probability theory, the law of total variance or variance decomposition formula or conditional variance formulas or law of iterated variances also known as Eve's law, states that if and are random variables on the same probability space, and the variance of is finite, then In language perhaps better known to statisticians than to probability theorists, the two terms are the "unexplained" and the "explained" components of the variance respectively (cf. fraction of variance unexplained, explained variation).
Non-measurable setIn mathematics, a non-measurable set is a set which cannot be assigned a meaningful "volume". The mathematical existence of such sets is construed to provide information about the notions of length, area and volume in formal set theory. In Zermelo–Fraenkel set theory, the axiom of choice entails that non-measurable subsets of exist. The notion of a non-measurable set has been a source of great controversy since its introduction. Historically, this led Borel and Kolmogorov to formulate probability theory on sets which are constrained to be measurable.
Second-countable spaceIn topology, a second-countable space, also called a completely separable space, is a topological space whose topology has a countable base. More explicitly, a topological space is second-countable if there exists some countable collection of open subsets of such that any open subset of can be written as a union of elements of some subfamily of . A second-countable space is said to satisfy the second axiom of countability. Like other countability axioms, the property of being second-countable restricts the number of open sets that a space can have.
Locally finite collectionA collection of subsets of a topological space is said to be locally finite if each point in the space has a neighbourhood that intersects only finitely many of the sets in the collection. In the mathematical field of topology, local finiteness is a property of collections of subsets of a topological space. It is fundamental in the study of paracompactness and topological dimension. Note that the term locally finite has different meanings in other mathematical fields. A finite collection of subsets of a topological space is locally finite.
Axiom of countable choiceThe axiom of countable choice or axiom of denumerable choice, denoted ACω, is an axiom of set theory that states that every countable collection of non-empty sets must have a choice function. That is, given a function A with domain N (where N denotes the set of natural numbers) such that A(n) is a non-empty set for every n ∈ N, there exists a function f with domain N such that f(n) ∈ A(n) for every n ∈ N. The axiom of countable choice (ACω) is strictly weaker than the axiom of dependent choice (DC), which in turn is weaker than the axiom of choice (AC).
Measure (mathematics)In mathematics, the concept of a measure is a generalization and formalization of geometrical measures (length, area, volume) and other common notions, such as magnitude, mass, and probability of events. These seemingly distinct concepts have many similarities and can often be treated together in a single mathematical context. Measures are foundational in probability theory, integration theory, and can be generalized to assume negative values, as with electrical charge.
