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Symbol:

*P*(*A*)Symbol Name: probability function

Meaning / definition: probability of event A

Example:

*P*(*A*) = 0.5Permalink: URL

Symbol:

*P*(*A*⋂*B*)Symbol Name: probability of events intersection

Meaning / definition: probability that of events A and B

Example:

*P*(*A*⋂*B*) = 0.5Permalink: URL

Symbol:

*P*(*A*⋃*B*)Symbol Name: probability of events union

Meaning / definition: probability that of events A or B

Example:

*P*(*A*⋃*B*) = 0.5Permalink: URL

Symbol:

*P*(*A*│*B*)Symbol Name: conditional probability function

Meaning / definition: probability of event A given event B occured

Example:

*P*(*A │ B*) = 0.3Permalink: URL

Symbol:

*f*(*x*)Symbol Name: probability density function (pdf)

Meaning / definition:

*P*(*a*≤*x*≤*b*) =*∫ f*(*x*)*dx*Example:

Permalink: URL

Symbol:

*F*(*x*)Symbol Name: cumulative distribution function (cdf)

Meaning / definition:

*F*(*x*) =*P*(*X*≤*x*)Example:

Permalink: URL

Symbol:

*μ*Symbol Name: population mean

Meaning / definition: mean of population values

Example:

*μ*= 10Permalink: URL

Symbol:

*E*(*X*)Symbol Name: expectation value

Meaning / definition: expected value of random variable X

Example:

*E*(*X*) = 10Permalink: URL

Symbol:

*E*(*X │ Y*)Symbol Name: conditional expectation

Meaning / definition: expected value of random variable X given Y

Example:

*E*(*X │ Y=2*) = 5Permalink: URL

Symbol:

*var*(*X*)Symbol Name: variance

Meaning / definition: variance of random variable X

Example:

*var*(*X*) = 4Permalink: URL

Symbol: σ

^{2}Symbol Name: variance

Meaning / definition: variance of population values

Example: σ

*= 4*^{2 }Permalink: URL

Symbol:

*std*(*X*)Symbol Name: standard deviation

Meaning / definition: standard deviation of random variable X

Example:

*std*(*X*) = 2Permalink: URL

Symbol: σ

_{X}Symbol Name: standard deviation

Meaning / definition: standard deviation value of random variable X

Example: σ

*=*_{X}_{ }*2*Permalink: URL

Symbol:

Symbol Name: median

Meaning / definition: middle value of random variable x

Example:

Permalink: URL

Symbol:

*cov*(*X*,*Y*)Symbol Name: covariance

Meaning / definition: covariance of random variables X and Y

Example:

*cov*(*X,Y*) = 4Permalink: URL

Symbol:

*corr*(*X*,*Y*)Symbol Name: correlation

Meaning / definition: correlation of random variables X and Y

Example:

*corr*(*X,Y*) = 0.6Permalink: URL

Symbol:

*ρ*_{X,Y}Symbol Name: correlation

Meaning / definition: correlation of random variables X and Y

Example:

*ρ*_{X,Y}= 0.6Permalink: URL

Symbol: ∑

Symbol Name: summation

Meaning / definition: summation - sum of all values in range of series

Example:

Permalink: URL

Symbol: ∑∑

Symbol Name: double summation

Meaning / definition: double summation

Example:

Permalink: URL

Symbol:

*Mo*Symbol Name: mode

Meaning / definition: value that occurs most frequently in population

Example:

Permalink: URL

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