Probability and statistics symbols
Probability and statistics symbols with Symbol Name , Meaning and definition and also with Example:
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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 events A and B occur | P(A ∩ B) = 0.5 |
P(A ∪ B) | Probability of Events Union | Probability that events A or B occur | P(A ∪ B) = 0.5 |
P(A | B) | Conditional Probability Function | Probability of event A given event B occurred |
f(x) | Probability Density Function (PDF) | Probability distribution function of continuous random variable x | P(a ≤ x ≤ b) = ∫ f(x) dx |
F(x) | Cumulative Distribution Function (CDF) | Cumulative probability distribution function of random variable X | 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 |
var(X) | Variance | Variance of random variable X | var(X) = 4 |
Symbol |
Symbol Name |
Meaning / Definition |
Example |
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 | Median | Middle value of random variable x | Median = (2+5+9) / 3 = 5.333 |
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 | Sum of all values in the range of a series | ∑ xi |
∑∑ | Double Summation | Double summation | ∑∑ xi |
Mode | Mode | Value that occurs most frequently in population | Mode = 7 |
MR | Mid-Range | Mid-range value of a dataset | MR = (xmax + xmin) / 2 |
Q1 | Lower / First Quartile | Value below which 25% of population lies | Q1 = 15 |
Q2 | Median / Second Quartile | Median value of a dataset | Q2 = 25 |
Q3 | Upper / Third Quartile | Value below which 75% of population lies | Q3 = 42 |
x̄ | Sample Mean | Average / arithmetic mean of a sample | x̄ = (2 + 5 + 9) / 3 = 5.333 |
s² | Sample Variance | Sample variance estimator | s² = 4 |
s | Sample Standard Deviation | Sample standard deviation estimator | s = 2 |
z | Standard Score | Standard score of a value x | z = (x – x̄) / s |
Symbol |
Symbol Name |
Meaning / Definition |
Example |
X ~ | Distribution of X | Distribution of random variable X | X ~ N(0,3) |
X ~ N(μ,σ²) | Normal Distribution | Gaussian distribution with mean μ and variance σ² | X ~ N(0,3) |
X ~ U(a,b) | Uniform Distribution | Equal probability in range [a,b] | X ~ U(0,3) |
X ~ exp(λ) | Exponential Distribution | Exponential distribution with rate parameter λ | f(x) = λe^(-λx), x ≥ 0 |
X ~ gamma(c,λ) | Gamma Distribution | Gamma distribution with shape parameter c and rate parameter λ | f(x) = λ^c x^(c-1) e^(-λx) / Γ(c), x ≥ 0 |
X ~ χ²(k) | Chi-Square Distribution | Chi-square distribution with k degrees of freedom | f(x) = (x^(k/2-1) e^(-x/2)) / (2^(k/2) Γ(k/2)), x ≥ 0 |
X ~ F(k₁, k₂) | F Distribution | F distribution with k₁ and k₂ degrees of freedom | |
X ~ Bin(n,p) | Binomial Distribution | Binomial distribution with parameters n (number of trials) and p (probability of success) | f(k) = nCk p^k (1-p)^(n-k) |
X ~ Poisson(λ) | Poisson Distribution | Poisson distribution with parameter λ (average rate of events) | f(k) = λ^k e^(-λ) / k! |
X ~ Geom(p) | Geometric Distribution | Geometric distribution with probability of success p | f(k) = p(1-p)^k |
X ~ HG(N,K,n) | Hyper-Geometric Distribution | Hyper-geometric distribution with parameters N (population size), K (successes), and n (sample size) | |
X ~ Bern(p) | Bernoulli Distribution | Bernoulli distribution with parameter p (probability of success) | f(k) = p^k (1-p)^(1-k) |
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