Symbol
μ - population mean - mean of population values
σ
2 -
variance - variance of population values
σ
X -
standard deviation - standard deviation value of random variable
X
x or M - sample mean - average / arithmetic mean
s 2 - sample variance - population samples variance estimator
s - sample standard deviation - population samples standard deviation estimator
zx - standard score,
zx = (
x-
x) /
sx
X ~ -
distribution of
X - distribution of random variable
X,
X ~
N(0,3)
N(
μ,
σ2) -
normal distribution
gaussian distribution
X ~
N(0,3)
U(
a,
b) - uniform distribution - equal probability in range a,b;
X ~
U(0,3)
exp(λ) - exponential distribution
f (
x)
= λe-λx ,
x≥0
gamma(
c, λ)
gamma distribution
f (
x)
= λ c xc-1e-λx / Γ(
c),
x≥0
χ
2(
k)
chi-square distribution
f (
x)
= xk/2-1e-x/2 / ( 2
k/2 Γ(
k/2) )
F (
k1, k2)
F distribution
Bin(
n,
p)
binomial distribution
f (
k)
= nCk pk(1
-p)
n-k
Poisson(λ)
Poisson distribution
f (
k)
= λke-λ /
k!
Geom(
p)
geometric distribution
f (
k)
= p(1
-p)
k
HG(
N,
K,
n)
hyper-geometric distribution
Bern(
p)
Bernoulli distribution