# Probability theory - glossary
## Measure theoretic notions
- [[Probability theory - notes#^d3fff1|sigma-algebra, Measurable space, measure, probability space]]
- [[Probability theory - notes#^e50295|Pre-measure]]
- [[Probability theory - notes#^430066|Push forward]]
- [[Probability theory - notes#^842506|Integral]]
- [[Probability theory - notes#^radon-nikodym|Radon-Nikodym derivative]]
## Probability notions
- [[Probability theory - notes#^b736ee|Distribution of a random variable]]
- [[Probability theory - notes#^dc0272|Probability distribution function]]
- [[Probability theory - notes#^density|Probability density]]
- [[Probability theory - notes#^89fd83|Expectation]]
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