Probability and statistics symbols

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
Sample Mean Average / arithmetic mean of a sample x̄ = (2 + 5 + 9) / 3 = 5.333
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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