Notation in probability and statistics: Difference between revisions

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==Probability theory==

{{Unreferenced section|date=March 2021}}

* [[Random variable]]s are usually written in [[upper case]] Roman letters:, such as <math display="inline">X</math>, or <math display="inline">Y</math>, etcand so on. Random variables usually, in this context, usually refer to something in words such as a continuous variable, such as "the height of a subject" orfor a discretecontinuous variable, such asor "the number of cars in the school car park" for a discrete variable, or "the colour of the next bicycle" for a categorical variable. They aredo not numericalrepresent valuesa single number or a single category. For instance, if <math>P(X< = x) </math> is written, then it means,represents the probability that thea particular realisation of a random variable (saye.g., height or, number of cars, or bicycle colour), is''X'', lesswould thanbe equal to a particular value or category (e.g., 1.735 m, 52, or purple), <math display="inline">x</math>. It is important that <math display="inline">X</math> and <math display="inline">x</math> are not confused into meaning the same thing. <math display="inline">X</math> is an idea, <math display="inline">x</math> is a value. Clearly they are related, but they do not have identical meanings.

* Particular realizationsrealisations of a random variable are written in corresponding [[lower case]] letters. For example, <math display="inline">x_1,x_2, \ldots,x_n</math> could be a [[random sample|sample]] corresponding to the random variable <math display="inline">X</math>. A cumulative probability is formally written <math>P(X\le x) </math> to differentiatedistinguish the random variable from its realization.<ref>{{Cite web |date=2021-08-09 |title=Calculating Probabilities from Cumulative Distribution Function |url=https://analystprep.com/cfa-level-1-exam/quantitative-methods/calculating-probabilities-from-cumulative-distribution-function/ |access-date=2024-02-26}}</ref>

* The probability is sometimes written <math>\mathbb{P} </math> to distinguish it from other functions and measure ''P'' to avoid having to define "''P'' is a probability" and <math>\mathbb{P}(X\in A) </math> is short for <math>P(\{\omega \in\Omega: X(\omega) \in A\})</math>, where <math>\Omega</math> is the event space and, <math>X</math> is a random variable that is a function of <math>\omega</math> (i.e., it depends upon <math>\omega</math>), and <math>\omega</math> is some outcome of interest within the ___domain specified by <math>\Omega</math> (say, a randomparticular variableheight, or a particular colour of a car). <math>\Pr(A)</math> notation is used alternatively.

*<math>\mathbb{P}(A \cap B)</math> or <math>\mathbb{P}[B \cap A]</math> indicates the probability that events ''A'' and ''B'' both occur. The [[joint probability distribution]] of random variables ''X'' and ''Y'' is denoted as <math>P(X, Y)</math>, while joint probability mass function or probability density function as <math>f(x, y)</math> and joint cumulative distribution function as <math>F(x, y)</math>.

*<math>\mathbb{P}(A \cup B)</math> or <math>\mathbb{P}[B \cup A]</math> indicates the probability of either event ''A'' or event ''B'' occurring ("or" in this case means [[inclusive or|one or the other or both]]).

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*In particular, the pdf of the [[standard normal distribution]] is denoted by <math display="inline">\varphi(z)</math>, and its cdf by <math display="inline">\Phi(z)</math>.

*Some common operators:

:* <math display="inline">\mathrm{E}[X]</math> : [[expected value]] of ''X''

:* <math display="inline">\operatorname{var}[X]</math> : [[variance]] of ''X''

:* <math display="inline">\operatorname{cov}[X,Y]</math> : [[covariance]] of ''X'' and ''Y''

* X is independent of Y is often written <math>X \perp Y</math> or <math>X \perp\!\!\!\perp Y</math>, and X is independent of Y given W is often written

:<math>X \perp\!\!\!\perp Y \,|\, W </math> or

:<math>X \perp Y \,|\, W</math>

* <math>\textstyle P(A\mid B)</math>, the ''[[conditional probability]]'', is the probability of <math>\textstyle A</math> ''given'' <math>\textstyle B</math> <ref>{{Citation |title=Probability and stochastic processes |date=2013-07-22 |url=http://dx.doi.org/10.1201/b15257-3 |work=Applied Stochastic Processes |pages=9–36 |access-date=2023-12-08 |publisher=Chapman and Hall/CRC |doi=10.1201/b15257-3 |isbn=978-0-429-16812-3|url-access=subscription }}</ref>

==Statistics==