fintech-algorithms
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Probability and Random Variables

10 algorithms in Financial Mathematics, Statistics, and Data Foundations · 10 with asserted arithmetic.

In this family#

  1. Experiments, Outcomes, Sample Spaces, and Events verified

    experimentsOutcomesSampleSpacesAndEvents(input)
  2. Probability Rules, Complements, Unions, and Intersections verified

    probabilityRulesComplementsUnionsAndIntersections(input)
  3. Conditional Probability verified

    conditionalProbability(input)
  4. Independence and Dependence verified

    independenceAndDependence(input)
  5. Bayes' Theorem and Base Rates verified

    bayesTheoremAndBaseRates(input)
  6. Discrete and Continuous Random Variables verified

    discreteAndContinuousRandomVariables(input)
  7. Expected Value verified

    expectedValue(input)
  8. Variance, Moments, and Moment-Generating Intuition verified

    varianceMomentsAndMomentGeneratingIntuition(input)
  9. Joint, Marginal, and Conditional Distributions verified

    jointMarginalAndConditionalDistributions(input)
  10. Covariance and Correlation of Random Variables verified

    covarianceAndCorrelationOfRandomVariables(input)

What they share#

Every topic here is a record-transform, so once you have called one the rest follow the same shape. Import paths differ only in the final segment:

ts
import { experimentsOutcomesSampleSpacesAndEvents } from "fintech-algorithms/financial-mathematics-statistics-and-data-foundations/probability-and-random-variables/experiments-outcomes-sample-spaces-and-events";
import { probabilityRulesComplementsUnionsAndIntersections } from "fintech-algorithms/financial-mathematics-statistics-and-data-foundations/probability-and-random-variables/probability-rules-complements-unions-and-intersections";

Read them in the order above — the sequence is pedagogical, not alphabetical.

Where this sits#

Financial Mathematics, Statistics, and Data Foundations collects 120 algorithms across 12 families. For the concept behind this family rather than the call signatures, see the concept guides.