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Factorials apply only to nonnegative integers but can be extended to complex numbers with positive real parts using the Gamma function, \(\Gamma(n) = \int_0^\infty e^{-x}x^{n-1}dx\).

Bayes's theorem, \(P(A|B) = \frac{P(B|A)P(A)}{P(B)}\), relates the two conditional probabilities involving events \(A\) and \(B\).

The normal density, \(p(x) = \frac{1}{\sigma \sqrt{2\pi}}e^{-\frac{(x-\mu)^2}{2\sigma^2}}\), has become important in many applications because of its close relationship to the central limit theorem.