Symbol |
Symbol Name |
Meaning/Definition> |
Example |
1)P (A) |
Probability function. |
Probability of event A. |
P(A) = 0.5 |
2) P(A∩ B) |
Probability of events intersection |
Probability that of events A and B |
P(A∩B) = 0.6 |
3) P(A ∪ B) |
Probability of events union |
Probability that of events A or B |
P(A∪B) = 0.9 |
4) P(A | B) |
Conditional probability function |
Probability of event A given event B occurred |
P(A | B) = 0.2 |
5) f (x) |
Probability density function (pdf) |
P(a ≤ x ≤ b) = ∫ f (x) dx |
|
6) F(x) |
Cumulative distribution function (cdf) |
F(x) = P(X ≤ x) |
|
7) μ |
Population mean |
Mean of population values |
μ = 20 |
8) E(X) |
Expectation value |
Expected value of random variable X |
E(X) = 20 |
9) E(X | Y) |
Conditional expectation |
Expected value of random variable X given Y |
E(X | Y=2) = 5 |
10) var(X) |
Variance |
Variance of random variable X |
var(X) = 4 |
11) σ2 |
Variance |
Variance of population values |
σ2 = 9 |
12) std(X) |
Standard deviation |
Standard deviation of random variable X |
std(X) = 2 |
13) σ x |
Standard deviation |
Standard deviation value of random variable X |
σx = 2 |
14)x˜ |
Median |
Middle value of random variable x |
x˜=6 |
15) cov(X,Y) |
Covariance |
Covariance of random variables X and Y |
cov(X,Y) = 6 |
16) corr(X,Y) |
Correlation |
Correlation of random variables X and Y |
corr(X,Y) = 3 |
17) ρX,Y |
Correlation |
Correlation of random variables X and Y |
ρX,Y = 4 |
18) ∑ |
Summation |
Summation - sum of all values in range of series |
∑ Xi (i = 1 to 4) = x1+x2+x3+x4 |
19) Mo |
Mode |
Value that occurs most frequently in population |
|
20) MR |
Mid-range |
MR = (xmax+xmin)/2 |
|
21) Md |
Sample median |
Half the population is below this value |
|
22) Q1 |
Lower / first quartile |
25% of population are below this value |
|
23) Q2 |
Median / second quartile |
50% of population are below this value = median of samples |
|
24) Q3 |
Upper / third quartile |
75% of population are below this value |
|
25) X- |
Sample mean |
Average / arithmetic mean |
x- = (2+5+9) / 3 = 5.333 |
26) s2 |
Sample variance |
Population samples variance estimator |
s2 = 9 |
27) s |
Sample standard deviation |
Population samples standard deviation estimator |
s = 4 |
28) zx |
Standard score |
zx = (x-x) / sx |
|
29) X ~ |
Distribution of X |
Distribution of random variable X |
X ~ N(0,4) |
30) N(μ,σ2) |
Normal distribution |
Gaussian distribution |
X ~ N(0,6) |
31) U(a,b) |
uniform distribution
| equal probability in range a,b |
X ~ U(0,8) |