Probability and statistics symbols table and definitions.
Symbol
P(A)
P(A ∩ B)
P(A ∪ B)
P(A | B)
f (x)
F(x)
μ
E(X)
E(X | Y)
var(X)
σ2
std(X)
σX
Symbol Name
probability function
probability of events intersection
probability of events union
conditional probability function
probability density function (pdf)
cumulative distribution function (cdf)
population mean
conditional expectation
median
covariance
correlation
correlation
summation
double summation
mode
mid-range
sample median
lower / first quartile
median / second quartile
upper / third quartile
sample mean
sample variance
sample standard deviation
standard score
distribution of X
uniform distribution
exponential distribution
gamma distribution
chi-square distribution
F distribution
binomial distribution
Poisson distribution
geometric distribution
hyper-geometric distribution
Bernoulli distribution
Meaning / definition
probability of event A
probability that of events A and B
probability that of events A or B
probability of event A given event B occured
P(a ≤ x ≤ b) = ∫ f (x) dx
F(x) = P(X ≤ x)
mean of population values
expected value of random variable X
expected value of random variable X given Y
variance of random variable X
variance of population values
standard deviation of random variable X
standard deviation value of random variable X
middle value of random variable x
covariance of random variables X and Y
correlation of random variables X and Y
correlation of random variables X and Y
summation - sum of all values in range of series
double summation
value that occurs most frequently in population
Example
P(A) = 0.5
P(A∩B) = 0.5
P(A∪B) = 0.5
P(A | B) = 0.3
μ = 10
E(X) = 10
E(X | Y=2) = 5
var(X) = 4
σ2 = 4
std(X) = 2
σX = 2
cov(X,Y)
corr(X,Y)
ρX,Y
∑
∑∑
Mo
MR
Md
Q1
Q2
Q3
x
s 2
s
zx
X ~
N(μ,σ2)
U(a,b)
exp(λ)
gamma(c, λ)
χ 2(k)
F (k1, k2)
Bin(n,p)
Poisson(λ)
Geom(p)
HG(N,K,n)
Bern(p)
cov(X,Y) = 4
corr(X,Y) = 0.6
ρX,Y = 0.6
MR = (xmax+xmin)/2
x = (2+5+9) / 3 = 5.333
s 2 = 4
s = 2
X ~ N(0,3)
X ~ N(0,3)
X ~ U(0,3)
half the population is below this value
25% of population are below this value
50% of population are below this value = median of samples
75% of population are below this value
average / arithmetic mean
population samples variance estimator
population samples standard deviation estimator
zx = (x-x) / sx
distribution of random variable X
gaussian distribution
equal probability in range a,b
f (x) = λe-λx , x≥0
f (x) = λ c xc-1e-λx / Γ(c),x≥0
f (x) = xk/2-1e-x/2 / ( 2k/2Γ(k/2) )
f (k) = nCk pk(1-p)n-k
f (k) = λke-λ / k!
f (k) = p (1-p) k
Symbol
n!
nPk
nCk
Meaning / definition
n! = 1·2·3·...·n
Example
5! = 1·2·3·4·5 = 120
5P3 = 5! / (5-3)! = 60
5C3 = 5!/[3!(5-3)!]=10