maths.Statistical Symbols Flashcards
P(A ∩ B)
P(A | B)
conditional probability function.
P(A | B) probability of event A if event B occured.
f(x)
probability density function (pdf) — defines the relationship between a random variable and its probability.
P(a ≤ x ≤ b) = ∫ f (x) dx
F(x)
cumulative distribution function(cdf) — gives the probability that the random variable X is less than or equal to x
F(x) = P(X≤ x)
μ
population mean (average).
E(X)
expected value of random variable X - означающее среднее значение случайной величины. В случае непрерывной случайной величины подразумевается взвешивание по плотности распределения.
E(X | Y)
conditional expectation - expected value of random variable X given Y.
var(X)
variance of random variable X.
σ2
variance of population values.
σ
standard deviation.
std(X)
standard deviation of random variable X.
x̄(median)
middle value of random variable x
cov(X,Y)
covariance(мера зависимости двух случайных величин) of random variables X and Y
corr(X,Y)
correlation of random variables X and Y