Statistical Notation

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∼ 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


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

an estimate of y

Z random variable (often standard normal random variable)

From A Dictionary of Statistics in Oxford Reference.

Subjects: Probability and Statistics.

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