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PROBABILITY (to the tune of "Sexuality" by Billy Bragg)
(spoof song by Jeffrey Rosenthal)
I've found equations, computed expectations
And with great urgence, I've used monotone convergence
I have been known to yield, to a smaller sigma-field
To prove to you, what's conditionally true
PROBABILITY, THE SCIENCE OF UNCERTAINTY
PROBABILITY, YOUR LAWS EXPLAIN THE WORLD TO ME
Well the financial, applications are substantial
Your students rank, for a job at any bank
'Cuz if you want to make a buck, you have to study luck
To be precise: compute the no-arbitrage price
PROBABILITY, THE SCIENCE OF UNCERTAINTY
PROBABILITY, YOUR LAWS EXPLAIN THE WORLD TO ME
I work so hard most every day, and sometimes wonder why
Then I see that probability is so great to apply
A Markov chain, really makes me go insane
It gives ample, ways to get a sample
If your motion's Brownian, then you should let me in
In the confusion, we'll start a new diffusion
It's so fantastic, when a process is stochastic
PROBABILITY, THE SCIENCE OF UNCERTAINTY
PROBABILITY, YOUR LAWS EXPLAIN THE WORLD TO ME
And sometimes when I'm stuck on math, and bursting with frustration
I cast my paper to the ground, and run a simulation
Here's my reaction, you're in my domain of attraction
To get to you, I would line up in a queue
When our energy is spent, we'll make a rare event
'Cuz the solution, is a compound distribution
In our elation, we'll increase the population
If you want to have a laugh, then check out a random graph
And if we're able, we'll make all our laws be stable
PROBABILITY, I hope your process is Levy
PROBABILITY, for stochastic geometry
PROBABILITY, a branching process makes a tree
PROBABILITY, your laws explain the world to me
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