Notation in probability and statistics

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Probability theory and statistics have some commonly used conventions, in addition to standard mathematical notation and mathematical symbols.

Contents

Probability theory

  • : expected value of X
  • : variance of X
  • : covariance of X and Y
or

Statistics

Critical values

The α-level upper critical value of a probability distribution is the value exceeded with probability , that is, the value such that , where is the cumulative distribution function. There are standard notations for the upper critical values of some commonly used distributions in statistics:

Linear algebra

Abbreviations

Common abbreviations include:

See also

References

  1. "Calculating Probabilities from Cumulative Distribution Function". 2021-08-09. Retrieved 2024-02-26.
  2. "Probability and stochastic processes", Applied Stochastic Processes, Chapman and Hall/CRC, pp. 9–36, 2013-07-22, doi:10.1201/b15257-3, ISBN   978-0-429-16812-3 , retrieved 2023-12-08
  3. "Letters of the Greek Alphabet and Some of Their Statistical Uses". les.appstate.edu/. 1999-02-13. Retrieved 2024-02-26.
  4. "Order Statistics" (PDF). colorado.edu. Retrieved 2024-02-26.