Probability and statistics symbols table

Symbol Symbol Name Meaning / definition Example

P(A) probability function probability of event A P(A) = 0.5

probability of events probability that of events A and

P(A B) P(AB) = 0.5
intersection B

probability of events
P(A B) probability that of events A or B P(AB) = 0.5
union

conditional probability of event A given

P(A | B) P(A | B) = 0.3
probability function event B occured

probability density
f (x) P(a x b) = f (x) dx
function (pdf)

cumulative
F(x) distribution function F(x) = P(X x)
(cdf)

population mean mean of population values = 10

expected value of random

E(X) expectation value E(X) = 10
variable X

conditional expected value of random

E(X | Y) E(X | Y=2) = 5
expectation variable X given Y

var(X) variance variance of random variable X var(X) = 4

2 variance variance of population values 2 = 4

standard deviation of random

std(X) standard deviation std(X) = 2
variable X

standard deviation value of

X standard deviation X = 2
random variable X

middle value of random variable

median
x

covariance of random variables

cov(X,Y) covariance cov(X,Y) = 4
X and Y
 correlation of random variables
corr(X,Y) correlation corr(X,Y) = 0.6
X and Y

correlation of random variables

X,Y correlation X,Y = 0.6
X and Y

summation - sum of all values in

summation
range of series

double summation double summation

value that occurs most

Mo mode
frequently in population

MR mid-range MR = (xmax+xmin)/2

half the population is below this

Md sample median
value

25% of population are below

Q1 lower / first quartile
this value

median / second 50% of population are below

Q2
quartile this value = median of samples

75% of population are below

Q3 upper / third quartile
this value

x sample mean average / arithmetic mean x = (2+5+9) / 3 = 5.333

population samples variance

s2 sample variance s2 = 4
estimator

sample standard population samples standard

s s=2
deviation deviation estimator

zx standard score zx = (x-x) / sx

distribution of random variable

X~ distribution of X X ~ N(0,3)
X

N(,2) normal distribution gaussian distribution X ~ N(0,3)

U(a,b) uniform distribution equal probability in range a,b X ~ U(0,3)

 exponential
exp() f (x) = e-x , x0
distribution

gamma(c, ) gamma distribution f (x) = c xc-1e-x / (c), x0

chi-square
2(k) f (x) = xk/2-1e-x/2 / ( 2k/2 (k/2) )
distribution

F (k1, k2) F distribution

binomial
Bin(n,p) f (k) = nCk pk(1-p)n-k
distribution

Poisson() Poisson distribution f (k) = ke- / k!

geometric
Geom(p) f (k) = p (1-p) k
distribution

hyper-geometric
HG(N,K,n)
distribution

Bernoulli
Bern(p)
distribution