Show Summary Details

Page of

PRINTED FROM OXFORD REFERENCE (www.oxfordreference.com). (c) Copyright Oxford University Press, 2013. All Rights Reserved. Under the terms of the licence agreement, an individual user may print out a PDF of a single entry from a reference work in OR for personal use (for details see Privacy Policy and Legal Notice).

Subscriber: null; date: 18 June 2018

Statistical Notation

Source:
A Dictionary of Statistics

Statistical Notation

Symbol

Reference

has the same distribution as

|

conditional, e.g. A occurs given that B occurs

B(n, p)

binomial distribution with parameters n and p

Cov(X, Y)

covariance of the random variables X and Y

E(X)

expected value of the random variable X

F

cumulative distribution function

f

probability density function

G

probability-generating function

G 2

likelihood-ratio goodness-of-fit statistic

H0, H1

null and alternative hypotheses

M

moment-generating function

N(μ, σ2)

normal distribution (mean μ, variance σ2)

n

sample size

P

probability (of an event)

p

probability value

r

product-moment correlation coefficient; residual

s 2

sample variance given by

Σj(xj)2/(n−1).

Var(X)

variance of the random variable X

X, Y

random variables

X 2

chi-squared test statistic

x

an observation

sample mean

x (j)

an ordered observation, e.g. x(1)x(2)≤…

-j, -j

values calculated omitting observation j

ŷ

an estimate of y

Z

random variable (often standard normal random variable)