Statistical symbols

Probability and statistics symbols table and definitions.

Probability and statistics symbols table

Symbol	Symbol Name	Meaning / definition	Example
P(A)	probability function	probability of event A	P(A) = 0.5
P(A ∩ B)	probability of events intersection	probability that of events A and B	P(A∩B) = 0.5
P(A ∪ B)	probability of events union	probability that of events A or B	P(A ∪ B) = 0.5
P(A | B)	conditional probability function	probability of event A given event B occured	P(A | B) = 0.3
f (x)	probability density function (pdf)	P(a ≤ x ≤ b) = ∫ f (x) dx
F(x)	cumulative distribution function (cdf)	F(x) = P(X≤ x)
μ	population mean	mean of population values	μ = 10
E(X)	expectation value	expected value of random variable X	E(X) = 10
E(X | Y)	conditional expectation	expected value of random variable X given Y	E(X | Y=2) = 5
var(X)	variance	variance of random variable X	var(X) = 4
σ2	variance	variance of population values	σ2 = 4
std(X)	standard deviation	standard deviation of random variable X	std(X) = 2
σX	standard deviation	standard deviation value of random variable X	σX = 2
	median	middle value of random variable x
cov(X,Y)	covariance	covariance of random variables X and Y	cov(X,Y) = 4
corr(X,Y)	correlation	correlation of random variables X and Y	corr(X,Y) = 0.6
ρX,Y	correlation	correlation of random variables X and Y	ρX,Y = 0.6
∑	summation	summation - sum of all values in range of series
∑∑	double summation	double summation
Mo	mode	value that occurs most frequently in population
MR	mid-range	MR = (xmax + xmin) / 2
Md	sample median	half the population is below this value
Q1	lower / first quartile	25% of population are below this value
Q2	median / second quartile	50% of population are below this value = median of samples
Q3	upper / third quartile	75% of population are below this value
x	sample mean	average / arithmetic mean	x = (2+5+9) / 3 = 5.333
s 2	sample variance	population samples variance estimator	s 2 = 4
s	sample standard deviation	population samples standard deviation estimator	s = 2
zx	standard score	zx = (x-x) / sx
X ~	distribution of X	distribution of random variable X	X ~ N(0,3)
N(μ,σ2)	normal distribution	gaussian distribution	X ~ N(0,3)
U(a,b)	uniform distribution	equal probability in range a,b	X ~ U(0,3)
exp(λ)	exponential distribution	f (x) = λe-λx , x≥0
gamma(c, λ)	gamma distribution	f (x) = λ c xc-1e-λx / Γ(c), x≥0
χ 2(k)	chi-square distribution	f (x) = xk/2-1e-x/2 / ( 2k/2 Γ(k/2) )
F (k1, k2)	F distribution
Bin(n,p)	binomial distribution	f (k) = nCk pk(1-p)n-k
Poisson(λ)	Poisson distribution	f (k) = λke-λ / k!
Geom(p)	geometric distribution	f (k) =  p(1-p) k
HG(N,K,n)	hyper-geometric distribution
Bern(p)	Bernoulli distribution

Combinatorics Symbols

Symbol	Symbol Name	Meaning / definition	Example
n!	factorial	n! = 1⋅2⋅3⋅...⋅n	5! = 1⋅2⋅3⋅4⋅5 = 120
nPk	permutation		5P3 = 5! / (5-3)! = 60
nCk	combination		5C3 = 5!/[3!(5-3)!]=10

 

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