Notation in probability and statistics: Difference between revisions

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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==