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Notation in probability and statistics - Wikipedia

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.sidebar-list-title,html.skin-theme-clientpref-night .mw-parser-output .sidebar:not(.notheme) .sidebar-title-with-pretitle{background:transparent!important}html.skin-theme-clientpref-night .mw-parser-output .sidebar:not(.notheme) .sidebar-title-with-pretitle a{color:var(--color-progressive)!important}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .sidebar:not(.notheme) .sidebar-list-title,html.skin-theme-clientpref-os .mw-parser-output .sidebar:not(.notheme) .sidebar-title-with-pretitle{background:transparent!important}html.skin-theme-clientpref-os .mw-parser-output .sidebar:not(.notheme) .sidebar-title-with-pretitle a{color:var(--color-progressive)!important}}@media print{body.ns-0 .mw-parser-output .sidebar{display:none!important}}</style> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1129693374"><link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1246091330"> <p><a href="/wiki/Probability_theory" title="Probability theory">Probability theory</a> and <a href="/wiki/Statistics" title="Statistics">statistics</a> have some commonly used conventions, in addition to standard <a href="/wiki/Mathematical_notation" title="Mathematical notation">mathematical notation</a> and <a href="/wiki/Table_of_mathematical_symbols" class="mw-redirect" title="Table of mathematical symbols">mathematical symbols</a>. </p> <div id="toc" class="toc" role="navigation" aria-labelledby="mw-toc-heading"><input type="checkbox" role="button" id="toctogglecheckbox" class="toctogglecheckbox" style="display:none"><div class="toctitle" lang="en" dir="ltr"><h2 id="mw-toc-heading">Contents</h2><span class="toctogglespan"><label class="toctogglelabel" for="toctogglecheckbox"></label></span></div> <ul> <li class="toclevel-1 tocsection-1"><a href="#Probability_theory"><span class="tocnumber">1</span> <span class="toctext">Probability theory</span></a></li> <li class="toclevel-1 tocsection-2"><a href="#Statistics"><span class="tocnumber">2</span> <span class="toctext">Statistics</span></a></li> <li class="toclevel-1 tocsection-3"><a href="#Critical_values"><span class="tocnumber">3</span> <span class="toctext">Critical values</span></a></li> <li class="toclevel-1 tocsection-4"><a href="#Linear_algebra"><span class="tocnumber">4</span> <span class="toctext">Linear algebra</span></a></li> <li class="toclevel-1 tocsection-5"><a href="#Abbreviations"><span class="tocnumber">5</span> <span class="toctext">Abbreviations</span></a></li> <li class="toclevel-1 tocsection-6"><a href="#See_also"><span class="tocnumber">6</span> <span class="toctext">See also</span></a></li> <li class="toclevel-1 tocsection-7"><a href="#References"><span class="tocnumber">7</span> <span class="toctext">References</span></a></li> <li class="toclevel-1 tocsection-8"><a href="#External_links"><span class="tocnumber">8</span> <span class="toctext">External links</span></a></li> </ul> </div> </section><div class="mw-heading mw-heading2 section-heading" onclick="mfTempOpenSection(1)"><span class="indicator mf-icon mf-icon-expand mf-icon--small"></span><h2 id="Probability_theory">Probability theory</h2><span class="mw-editsection"> <a role="button" href="/w/index.php?title=Notation_in_probability_and_statistics&amp;action=edit&amp;section=1" title="Edit section: Probability theory" class="cdx-button cdx-button--size-large cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--icon-only cdx-button--weight-quiet "> <span class="minerva-icon minerva-icon--edit"></span> <span>edit</span> </a> </span> </div><section class="mf-section-1 collapsible-block" id="mf-section-1"> <style data-mw-deduplicate="TemplateStyles:r1251242444">.mw-parser-output .ambox{border:1px solid #a2a9b1;border-left:10px solid #36c;background-color:#fbfbfb;box-sizing:border-box}.mw-parser-output .ambox+link+.ambox,.mw-parser-output .ambox+link+style+.ambox,.mw-parser-output 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.mbox-imageright{border:none;padding:2px 0.5em 2px 0;text-align:center}.mw-parser-output .ambox .mbox-empty-cell{border:none;padding:0;width:1px}.mw-parser-output .ambox .mbox-image-div{width:52px}@media(min-width:720px){.mw-parser-output .ambox{margin:0 10%}}@media print{body.ns-0 .mw-parser-output .ambox{display:none!important}}</style><table class="box-Unreferenced_section plainlinks metadata ambox ambox-content ambox-Unreferenced" role="presentation"><tbody><tr><td class="mbox-text"><div class="mbox-text-span">This section <b>does not <a href="/wiki/Wikipedia:Citing_sources" title="Wikipedia:Citing sources">cite</a> any <a href="/wiki/Wikipedia:Verifiability" title="Wikipedia:Verifiability">sources</a></b>.<span class="hide-when-compact"> Please help <a href="/wiki/Special:EditPage/Notation_in_probability_and_statistics" title="Special:EditPage/Notation in probability and statistics">improve this section</a> by <a href="/wiki/Help:Referencing_for_beginners" title="Help:Referencing for beginners">adding citations to reliable sources</a>. Unsourced material may be challenged and <a href="/wiki/Wikipedia:Verifiability#Burden_of_evidence" title="Wikipedia:Verifiability">removed</a>.</span> <span class="date-container"><i>(<span class="date">March 2021</span>)</i></span><span class="hide-when-compact"><i> (<small><a href="/wiki/Help:Maintenance_template_removal" title="Help:Maintenance template removal">Learn how and when to remove this message</a></small>)</i></span></div></td></tr></tbody></table> <ul><li><a href="/wiki/Random_variable" title="Random variable">Random variables</a> are usually written in <a href="/wiki/Upper_case" class="mw-redirect" title="Upper case">upper case</a> Roman letters, such as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle X}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8d80c41192705e1a6c6de1d65e16d7f70fbac391" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\textstyle X}"></noscript><span class="lazy-image-placeholder" style="width: 1.98ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8d80c41192705e1a6c6de1d65e16d7f70fbac391" data-alt="{\textstyle X}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle Y}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>Y</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle Y}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6222becc4f0c5effa012e5335b170575fdbbaad3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.171ex; width:1.773ex; height:2.009ex;" alt="{\textstyle Y}"></noscript><span class="lazy-image-placeholder" style="width: 1.773ex;height: 2.009ex;vertical-align: -0.171ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6222becc4f0c5effa012e5335b170575fdbbaad3" data-alt="{\textstyle Y}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> and so on. Random variables, in this context, usually refer to something in words, such as "the height of a subject" for a continuous variable, or "the number of cars in the school car park" for a discrete variable, or "the colour of the next bicycle" for a categorical variable. They do not represent a single number or a single category. For instance, if <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle P(X=x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>P</mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo>=</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle P(X=x)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/073aa90e978ecf7072bb4afcf04ba2ea00140803" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.963ex; height:2.843ex;" alt="{\displaystyle P(X=x)}"></noscript><span class="lazy-image-placeholder" style="width: 9.963ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/073aa90e978ecf7072bb4afcf04ba2ea00140803" data-alt="{\displaystyle P(X=x)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> is written, then it represents the probability that a particular realisation of a random variable (e.g., height, number of cars, or bicycle colour), <i>X</i>, would be equal to a particular value or category (e.g., 1.735 m, 52, or purple), <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle x}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d951e0f3b54b6a3d73bb9a0a005749046cbce781" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\textstyle x}"></noscript><span class="lazy-image-placeholder" style="width: 1.33ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d951e0f3b54b6a3d73bb9a0a005749046cbce781" data-alt="{\textstyle x}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>. It is important that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle X}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8d80c41192705e1a6c6de1d65e16d7f70fbac391" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\textstyle X}"></noscript><span class="lazy-image-placeholder" style="width: 1.98ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8d80c41192705e1a6c6de1d65e16d7f70fbac391" data-alt="{\textstyle X}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle x}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d951e0f3b54b6a3d73bb9a0a005749046cbce781" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\textstyle x}"></noscript><span class="lazy-image-placeholder" style="width: 1.33ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d951e0f3b54b6a3d73bb9a0a005749046cbce781" data-alt="{\textstyle x}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> are not confused into meaning the same thing. <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle X}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8d80c41192705e1a6c6de1d65e16d7f70fbac391" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\textstyle X}"></noscript><span class="lazy-image-placeholder" style="width: 1.98ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8d80c41192705e1a6c6de1d65e16d7f70fbac391" data-alt="{\textstyle X}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> is an idea, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle x}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d951e0f3b54b6a3d73bb9a0a005749046cbce781" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\textstyle x}"></noscript><span class="lazy-image-placeholder" style="width: 1.33ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d951e0f3b54b6a3d73bb9a0a005749046cbce781" data-alt="{\textstyle x}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> is a value. Clearly they are related, but they do not have identical meanings.</li> <li>Particular realisations of a random variable are written in corresponding <a href="/wiki/Lower_case" class="mw-redirect" title="Lower case">lower case</a> letters. For example, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle x_{1},x_{2},\ldots ,x_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle x_{1},x_{2},\ldots ,x_{n}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d44d30d0c6dcc5a992750d7dfe6448fd326529e3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:13.528ex; height:2.009ex;" alt="{\textstyle x_{1},x_{2},\ldots ,x_{n}}"></noscript><span class="lazy-image-placeholder" style="width: 13.528ex;height: 2.009ex;vertical-align: -0.671ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d44d30d0c6dcc5a992750d7dfe6448fd326529e3" data-alt="{\textstyle x_{1},x_{2},\ldots ,x_{n}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> could be a <a href="/wiki/Random_sample" class="mw-redirect" title="Random sample">sample</a> corresponding to the random variable <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle X}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8d80c41192705e1a6c6de1d65e16d7f70fbac391" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\textstyle X}"></noscript><span class="lazy-image-placeholder" style="width: 1.98ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8d80c41192705e1a6c6de1d65e16d7f70fbac391" data-alt="{\textstyle X}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>. A cumulative probability is formally written <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle P(X\leq x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>P</mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo>≤<!-- ≤ --></mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle P(X\leq x)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f0eb4eb6132dced98973b8293d25c1676c7ebecf" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.963ex; height:2.843ex;" alt="{\displaystyle P(X\leq x)}"></noscript><span class="lazy-image-placeholder" style="width: 9.963ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f0eb4eb6132dced98973b8293d25c1676c7ebecf" data-alt="{\displaystyle P(X\leq x)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> to distinguish the random variable from its realization.<sup id="cite_ref-1" class="reference"><a href="#cite_note-1"><span class="cite-bracket">[</span>1<span class="cite-bracket">]</span></a></sup></li> <li>The probability is sometimes written <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {P} }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">P</mi> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {P} }</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1053af9e662ceaf56c4455f90e0f67273422eded" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.42ex; height:2.176ex;" alt="{\displaystyle \mathbb {P} }"></noscript><span class="lazy-image-placeholder" style="width: 1.42ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1053af9e662ceaf56c4455f90e0f67273422eded" data-alt="{\displaystyle \mathbb {P} }" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> to distinguish it from other functions and measure <i>P</i> to avoid having to define "<i>P</i> is a probability" and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {P} (X\in A)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">P</mi> </mrow> <mo stretchy="false">(</mo> <mi>X</mi> <mo>∈<!-- ∈ --></mo> <mi>A</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {P} (X\in A)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7a3df8d77bf466ebe9a7943c85f5b4bb8816ad81" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.793ex; height:2.843ex;" alt="{\displaystyle \mathbb {P} (X\in A)}"></noscript><span class="lazy-image-placeholder" style="width: 9.793ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/7a3df8d77bf466ebe9a7943c85f5b4bb8816ad81" data-alt="{\displaystyle \mathbb {P} (X\in A)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> is short for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle P(\{\omega \in \Omega :X(\omega )\in A\})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>P</mi> <mo stretchy="false">(</mo> <mo fence="false" stretchy="false">{</mo> <mi>ω<!-- ω --></mi> <mo>∈<!-- ∈ --></mo> <mi mathvariant="normal">Ω<!-- Ω --></mi> <mo>:</mo> <mi>X</mi> <mo stretchy="false">(</mo> <mi>ω<!-- ω --></mi> <mo stretchy="false">)</mo> <mo>∈<!-- ∈ --></mo> <mi>A</mi> <mo fence="false" stretchy="false">}</mo> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle P(\{\omega \in \Omega :X(\omega )\in A\})}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9df6935102515fb62f59cfbe654ad127a639cfda" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:23.6ex; height:2.843ex;" alt="{\displaystyle P(\{\omega \in \Omega :X(\omega )\in A\})}"></noscript><span class="lazy-image-placeholder" style="width: 23.6ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9df6935102515fb62f59cfbe654ad127a639cfda" data-alt="{\displaystyle P(\{\omega \in \Omega :X(\omega )\in A\})}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>, where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Omega }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">Ω<!-- Ω --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Omega }</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/24b0d5ca6f381068d756f6337c08e0af9d1eeb6f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.678ex; height:2.176ex;" alt="{\displaystyle \Omega }"></noscript><span class="lazy-image-placeholder" style="width: 1.678ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/24b0d5ca6f381068d756f6337c08e0af9d1eeb6f" data-alt="{\displaystyle \Omega }" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> is the event space, <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.98ex; height:2.176ex;" alt="{\displaystyle X}"></noscript><span class="lazy-image-placeholder" style="width: 1.98ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/68baa052181f707c662844a465bfeeb135e82bab" data-alt="{\displaystyle X}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> is a random variable that is a function of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \omega }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ω<!-- ω --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \omega }</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/48eff443f9de7a985bb94ca3bde20813ea737be8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.446ex; height:1.676ex;" alt="{\displaystyle \omega }"></noscript><span class="lazy-image-placeholder" style="width: 1.446ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/48eff443f9de7a985bb94ca3bde20813ea737be8" data-alt="{\displaystyle \omega }" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> (i.e., it depends upon <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \omega }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ω<!-- ω --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \omega }</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/48eff443f9de7a985bb94ca3bde20813ea737be8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.446ex; height:1.676ex;" alt="{\displaystyle \omega }"></noscript><span class="lazy-image-placeholder" style="width: 1.446ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/48eff443f9de7a985bb94ca3bde20813ea737be8" data-alt="{\displaystyle \omega }" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>), and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \omega }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ω<!-- ω --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \omega }</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/48eff443f9de7a985bb94ca3bde20813ea737be8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.446ex; height:1.676ex;" alt="{\displaystyle \omega }"></noscript><span class="lazy-image-placeholder" style="width: 1.446ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/48eff443f9de7a985bb94ca3bde20813ea737be8" data-alt="{\displaystyle \omega }" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> is some outcome of interest within the domain specified by <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Omega }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi mathvariant="normal">Ω<!-- Ω --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Omega }</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/24b0d5ca6f381068d756f6337c08e0af9d1eeb6f" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.678ex; height:2.176ex;" alt="{\displaystyle \Omega }"></noscript><span class="lazy-image-placeholder" style="width: 1.678ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/24b0d5ca6f381068d756f6337c08e0af9d1eeb6f" data-alt="{\displaystyle \Omega }" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> (say, a particular height, or a particular colour of a car). <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \Pr(A)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo movablelimits="true" form="prefix">Pr</mo> <mo stretchy="false">(</mo> <mi>A</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \Pr(A)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/73acce4b7989bbfd543e36d2be5f6e433a9bbaf4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.047ex; height:2.843ex;" alt="{\displaystyle \Pr(A)}"></noscript><span class="lazy-image-placeholder" style="width: 6.047ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/73acce4b7989bbfd543e36d2be5f6e433a9bbaf4" data-alt="{\displaystyle \Pr(A)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> notation is used alternatively.</li> <li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {P} (A\cap B)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">P</mi> </mrow> <mo stretchy="false">(</mo> <mi>A</mi> <mo>∩<!-- ∩ --></mo> <mi>B</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {P} (A\cap B)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c438f98015447ef3671f2280c7825cf6f12a6379" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.319ex; height:2.843ex;" alt="{\displaystyle \mathbb {P} (A\cap B)}"></noscript><span class="lazy-image-placeholder" style="width: 9.319ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c438f98015447ef3671f2280c7825cf6f12a6379" data-alt="{\displaystyle \mathbb {P} (A\cap B)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {P} [B\cap A]}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">P</mi> </mrow> <mo stretchy="false">[</mo> <mi>B</mi> <mo>∩<!-- ∩ --></mo> <mi>A</mi> <mo stretchy="false">]</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {P} [B\cap A]}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/34244c1cb5954da1d33e683d5fa89e4e7df30959" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.804ex; height:2.843ex;" alt="{\displaystyle \mathbb {P} [B\cap A]}"></noscript><span class="lazy-image-placeholder" style="width: 8.804ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/34244c1cb5954da1d33e683d5fa89e4e7df30959" data-alt="{\displaystyle \mathbb {P} [B\cap A]}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> indicates the probability that events <i>A</i> and <i>B</i> both occur. The <a href="/wiki/Joint_probability_distribution" title="Joint probability distribution">joint probability distribution</a> of random variables <i>X</i> and <i>Y</i> is denoted as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle P(X,Y)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>P</mi> <mo stretchy="false">(</mo> <mi>X</mi> <mo>,</mo> <mi>Y</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle P(X,Y)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a6fd347c3c83e69250fe5a6c3648fed056ff8f68" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.342ex; height:2.843ex;" alt="{\displaystyle P(X,Y)}"></noscript><span class="lazy-image-placeholder" style="width: 8.342ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a6fd347c3c83e69250fe5a6c3648fed056ff8f68" data-alt="{\displaystyle P(X,Y)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>, while joint probability mass function or probability density function as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x,y)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>y</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x,y)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/29473ed0c4e838ac9dbe074535e507166c0e9101" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.607ex; height:2.843ex;" alt="{\displaystyle f(x,y)}"></noscript><span class="lazy-image-placeholder" style="width: 6.607ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/29473ed0c4e838ac9dbe074535e507166c0e9101" data-alt="{\displaystyle f(x,y)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> and joint cumulative distribution function as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x,y)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo>,</mo> <mi>y</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x,y)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81df93097aee89e43fd71a8f4f744c418e1e2d4d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:7.069ex; height:2.843ex;" alt="{\displaystyle F(x,y)}"></noscript><span class="lazy-image-placeholder" style="width: 7.069ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/81df93097aee89e43fd71a8f4f744c418e1e2d4d" data-alt="{\displaystyle F(x,y)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>.</li> <li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {P} (A\cup B)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">P</mi> </mrow> <mo stretchy="false">(</mo> <mi>A</mi> <mo>∪<!-- ∪ --></mo> <mi>B</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {P} (A\cup B)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/37a66b293d89bb2e2a92975afb13856bc477ec55" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.319ex; height:2.843ex;" alt="{\displaystyle \mathbb {P} (A\cup B)}"></noscript><span class="lazy-image-placeholder" style="width: 9.319ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/37a66b293d89bb2e2a92975afb13856bc477ec55" data-alt="{\displaystyle \mathbb {P} (A\cup B)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \mathbb {P} [B\cup A]}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="double-struck">P</mi> </mrow> <mo stretchy="false">[</mo> <mi>B</mi> <mo>∪<!-- ∪ --></mo> <mi>A</mi> <mo stretchy="false">]</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \mathbb {P} [B\cup A]}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1f6eec48e283636dc59510301e8024854d1f57fa" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.804ex; height:2.843ex;" alt="{\displaystyle \mathbb {P} [B\cup A]}"></noscript><span class="lazy-image-placeholder" style="width: 8.804ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1f6eec48e283636dc59510301e8024854d1f57fa" data-alt="{\displaystyle \mathbb {P} [B\cup A]}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> indicates the probability of either event <i>A</i> or event <i>B</i> occurring ("or" in this case means <a href="/wiki/Inclusive_or" class="mw-redirect" title="Inclusive or">one or the other or both</a>).</li> <li><a href="/wiki/Sigma-algebra" class="mw-redirect" title="Sigma-algebra">σ-algebras</a> are usually written with uppercase <a href="/wiki/Calligraphy" title="Calligraphy">calligraphic</a> (e.g. <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\mathcal {F}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi class="MJX-tex-caligraphic" mathvariant="script">F</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\mathcal {F}}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/205d4b91000d9dcf1a5bbabdfa6a8395fa60b676" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.927ex; height:2.176ex;" alt="{\displaystyle {\mathcal {F}}}"></noscript><span class="lazy-image-placeholder" style="width: 1.927ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/205d4b91000d9dcf1a5bbabdfa6a8395fa60b676" data-alt="{\displaystyle {\mathcal {F}}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> for the set of sets on which we define the probability <i>P</i>)</li> <li><a href="/wiki/Probability_density_function" title="Probability density function">Probability density functions</a> (pdfs) and <a href="/wiki/Probability_mass_function" title="Probability mass function">probability mass functions</a> are denoted by lowercase letters, e.g. <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f(x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>f</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f(x)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/202945cce41ecebb6f643f31d119c514bec7a074" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.418ex; height:2.843ex;" alt="{\displaystyle f(x)}"></noscript><span class="lazy-image-placeholder" style="width: 4.418ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/202945cce41ecebb6f643f31d119c514bec7a074" data-alt="{\displaystyle f(x)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>, or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle f_{X}(x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>f</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>X</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle f_{X}(x)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/29310a010e7f7dfa33ba69bcf1ef9ec166d461dd" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:5.911ex; height:2.843ex;" alt="{\displaystyle f_{X}(x)}"></noscript><span class="lazy-image-placeholder" style="width: 5.911ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/29310a010e7f7dfa33ba69bcf1ef9ec166d461dd" data-alt="{\displaystyle f_{X}(x)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>.</li> <li><a href="/wiki/Cumulative_distribution_function" title="Cumulative distribution function">Cumulative distribution functions</a> (cdfs) are denoted by uppercase letters, e.g. <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F(x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F(x)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/71a82805d469cdfa7856c11d6ee756acd1dc7174" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.88ex; height:2.843ex;" alt="{\displaystyle F(x)}"></noscript><span class="lazy-image-placeholder" style="width: 4.88ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/71a82805d469cdfa7856c11d6ee756acd1dc7174" data-alt="{\displaystyle F(x)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>, or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F_{X}(x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>F</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>X</mi> </mrow> </msub> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F_{X}(x)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/242727215e028fc47529c5bd7035e88cc0da25e0" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.266ex; height:2.843ex;" alt="{\displaystyle F_{X}(x)}"></noscript><span class="lazy-image-placeholder" style="width: 6.266ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/242727215e028fc47529c5bd7035e88cc0da25e0" data-alt="{\displaystyle F_{X}(x)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>.</li> <li><a href="/wiki/Survival_function" title="Survival function">Survival functions</a> or complementary cumulative distribution functions are often denoted by placing an <a href="/wiki/Overbar" class="mw-redirect" title="Overbar">overbar</a> over the symbol for the cumulative:<span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\overline {F}}(x)=1-F(x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>F</mi> <mo accent="false">¯<!-- ¯ --></mo> </mover> </mrow> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>F</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\overline {F}}(x)=1-F(x)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1941dc5171830203a01848eab8b8fba7fe36503c" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:17.136ex; height:3.509ex;" alt="{\displaystyle {\overline {F}}(x)=1-F(x)}"></noscript><span class="lazy-image-placeholder" style="width: 17.136ex;height: 3.509ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1941dc5171830203a01848eab8b8fba7fe36503c" data-alt="{\displaystyle {\overline {F}}(x)=1-F(x)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>, or denoted as <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle S(x)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>S</mi> <mo stretchy="false">(</mo> <mi>x</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle S(x)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1886b5a535ed8f168a7c3a83afc8ca440edcdc6d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.638ex; height:2.843ex;" alt="{\displaystyle S(x)}"></noscript><span class="lazy-image-placeholder" style="width: 4.638ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1886b5a535ed8f168a7c3a83afc8ca440edcdc6d" data-alt="{\displaystyle S(x)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>,</li> <li>In particular, the pdf of the <a href="/wiki/Standard_normal_distribution" class="mw-redirect" title="Standard normal distribution">standard normal distribution</a> is denoted by <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \varphi (z)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>φ<!-- φ --></mi> <mo stretchy="false">(</mo> <mi>z</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \varphi (z)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1358bdf1286826fffd8e70843233399b5d69f8ee" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.418ex; height:2.843ex;" alt="{\textstyle \varphi (z)}"></noscript><span class="lazy-image-placeholder" style="width: 4.418ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1358bdf1286826fffd8e70843233399b5d69f8ee" data-alt="{\textstyle \varphi (z)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>, and its cdf by <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \Phi (z)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi mathvariant="normal">Φ<!-- Φ --></mi> <mo stretchy="false">(</mo> <mi>z</mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \Phi (z)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6dad4994c124394affbcf0d08c3ac94d238b12eb" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.576ex; height:2.843ex;" alt="{\textstyle \Phi (z)}"></noscript><span class="lazy-image-placeholder" style="width: 4.576ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6dad4994c124394affbcf0d08c3ac94d238b12eb" data-alt="{\textstyle \Phi (z)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>.</li> <li>Some common operators:</li></ul> <dl><dd><ul><li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \mathrm {E} [X]}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">E</mi> </mrow> <mo stretchy="false">[</mo> <mi>X</mi> <mo stretchy="false">]</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \mathrm {E} [X]}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cdc34eba3b7c1f28e7ff3ce1c16a279b20f8c459" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.857ex; height:2.843ex;" alt="{\textstyle \mathrm {E} [X]}"></noscript><span class="lazy-image-placeholder" style="width: 4.857ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cdc34eba3b7c1f28e7ff3ce1c16a279b20f8c459" data-alt="{\textstyle \mathrm {E} [X]}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> : <a href="/wiki/Expected_value" title="Expected value">expected value</a> of <i>X</i></li> <li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \operatorname {var} [X]}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>var</mi> <mo>⁡<!-- ⁡ --></mo> <mo stretchy="false">[</mo> <mi>X</mi> <mo stretchy="false">]</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \operatorname {var} [X]}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/58e4e8fdec756ccef1f1616d51a192c4e460e960" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.575ex; height:2.843ex;" alt="{\textstyle \operatorname {var} [X]}"></noscript><span class="lazy-image-placeholder" style="width: 6.575ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/58e4e8fdec756ccef1f1616d51a192c4e460e960" data-alt="{\textstyle \operatorname {var} [X]}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> : <a href="/wiki/Variance" title="Variance">variance</a> of <i>X</i></li> <li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \operatorname {cov} [X,Y]}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>cov</mi> <mo>⁡<!-- ⁡ --></mo> <mo stretchy="false">[</mo> <mi>X</mi> <mo>,</mo> <mi>Y</mi> <mo stretchy="false">]</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \operatorname {cov} [X,Y]}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ca33c39cecc1eb846c11b770117609acb8c08131" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:9.503ex; height:2.843ex;" alt="{\textstyle \operatorname {cov} [X,Y]}"></noscript><span class="lazy-image-placeholder" style="width: 9.503ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ca33c39cecc1eb846c11b770117609acb8c08131" data-alt="{\textstyle \operatorname {cov} [X,Y]}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> : <a href="/wiki/Covariance" title="Covariance">covariance</a> of <i>X</i> and <i>Y</i></li></ul></dd></dl> <ul><li>X is independent of Y is often written <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X\perp Y}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>⊥<!-- ⊥ --></mo> <mi>Y</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X\perp Y}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e0214f32baeaae3f2ac4b70f2a0f05a30217ad1b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:6.852ex; height:2.176ex;" alt="{\displaystyle X\perp Y}"></noscript><span class="lazy-image-placeholder" style="width: 6.852ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e0214f32baeaae3f2ac4b70f2a0f05a30217ad1b" data-alt="{\displaystyle X\perp Y}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X\perp \!\!\!\perp Y}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>⊥<!-- ⊥ --></mo> <mspace width="negativethinmathspace"></mspace> <mspace width="negativethinmathspace"></mspace> <mspace width="negativethinmathspace"></mspace> <mo>⊥<!-- ⊥ --></mo> <mi>Y</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X\perp \!\!\!\perp Y}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/952932989c58b2287a97b193bb5d62449fddbb24" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:7.499ex; height:2.176ex;" alt="{\displaystyle X\perp \!\!\!\perp Y}"></noscript><span class="lazy-image-placeholder" style="width: 7.499ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/952932989c58b2287a97b193bb5d62449fddbb24" data-alt="{\displaystyle X\perp \!\!\!\perp Y}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>, and X is independent of Y given W is often written</li></ul> <dl><dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X\perp \!\!\!\perp Y\,|\,W}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>⊥<!-- ⊥ --></mo> <mspace width="negativethinmathspace"></mspace> <mspace width="negativethinmathspace"></mspace> <mspace width="negativethinmathspace"></mspace> <mo>⊥<!-- ⊥ --></mo> <mi>Y</mi> <mspace width="thinmathspace"></mspace> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mspace width="thinmathspace"></mspace> <mi>W</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X\perp \!\!\!\perp Y\,|\,W}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1cdd6fff8776a930ccaba091224bb1958e6360c8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:11.355ex; height:2.843ex;" alt="{\displaystyle X\perp \!\!\!\perp Y\,|\,W}"></noscript><span class="lazy-image-placeholder" style="width: 11.355ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1cdd6fff8776a930ccaba091224bb1958e6360c8" data-alt="{\displaystyle X\perp \!\!\!\perp Y\,|\,W}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> or</dd> <dd><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle X\perp Y\,|\,W}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>X</mi> <mo>⊥<!-- ⊥ --></mo> <mi>Y</mi> <mspace width="thinmathspace"></mspace> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">|</mo> </mrow> <mspace width="thinmathspace"></mspace> <mi>W</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle X\perp Y\,|\,W}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ae6d018f1080debde6565000e3ba82ff7c7ca853" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:10.708ex; height:2.843ex;" alt="{\displaystyle X\perp Y\,|\,W}"></noscript><span class="lazy-image-placeholder" style="width: 10.708ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/ae6d018f1080debde6565000e3ba82ff7c7ca853" data-alt="{\displaystyle X\perp Y\,|\,W}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span></dd></dl> <ul><li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \textstyle P(A\mid B)}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mstyle displaystyle="false" scriptlevel="0"> <mi>P</mi> <mo stretchy="false">(</mo> <mi>A</mi> <mo>∣<!-- ∣ --></mo> <mi>B</mi> <mo stretchy="false">)</mo> </mstyle> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \textstyle P(A\mid B)}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0845271c02c44c9918c1464f4393ddc1cc524499" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.999ex; height:2.843ex;" alt="{\displaystyle \textstyle P(A\mid B)}"></noscript><span class="lazy-image-placeholder" style="width: 8.999ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0845271c02c44c9918c1464f4393ddc1cc524499" data-alt="{\displaystyle \textstyle P(A\mid B)}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>, the <i><a href="/wiki/Conditional_probability" title="Conditional probability">conditional probability</a></i>, is the probability of <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \textstyle A}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mstyle displaystyle="false" scriptlevel="0"> <mi>A</mi> </mstyle> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \textstyle A}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/064bd4054ef41bef35dbad11c97c9bd46015c0ab" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.743ex; height:2.176ex;" alt="{\displaystyle \textstyle A}"></noscript><span class="lazy-image-placeholder" style="width: 1.743ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/064bd4054ef41bef35dbad11c97c9bd46015c0ab" data-alt="{\displaystyle \textstyle A}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> <i>given</i> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \textstyle B}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mstyle displaystyle="false" scriptlevel="0"> <mi>B</mi> </mstyle> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \textstyle B}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1d11529def8e8af1c97b2d5fc86f4cad5cb0a4c2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.764ex; height:2.176ex;" alt="{\displaystyle \textstyle B}"></noscript><span class="lazy-image-placeholder" style="width: 1.764ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1d11529def8e8af1c97b2d5fc86f4cad5cb0a4c2" data-alt="{\displaystyle \textstyle B}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> <sup id="cite_ref-2" class="reference"><a href="#cite_note-2"><span class="cite-bracket">[</span>2<span class="cite-bracket">]</span></a></sup></li></ul> </section><div class="mw-heading mw-heading2 section-heading" onclick="mfTempOpenSection(2)"><span class="indicator mf-icon mf-icon-expand mf-icon--small"></span><h2 id="Statistics">Statistics</h2><span class="mw-editsection"> <a role="button" href="/w/index.php?title=Notation_in_probability_and_statistics&amp;action=edit&amp;section=2" title="Edit section: Statistics" class="cdx-button cdx-button--size-large cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--icon-only cdx-button--weight-quiet "> <span class="minerva-icon minerva-icon--edit"></span> <span>edit</span> </a> </span> </div><section class="mf-section-2 collapsible-block" id="mf-section-2"> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1251242444"><table class="box-Unreferenced_section plainlinks metadata ambox ambox-content ambox-Unreferenced" role="presentation"><tbody><tr><td class="mbox-text"><div class="mbox-text-span">This section <b>does not <a href="/wiki/Wikipedia:Citing_sources" title="Wikipedia:Citing sources">cite</a> any <a href="/wiki/Wikipedia:Verifiability" title="Wikipedia:Verifiability">sources</a></b>.<span class="hide-when-compact"> Please help <a href="/wiki/Special:EditPage/Notation_in_probability_and_statistics" title="Special:EditPage/Notation in probability and statistics">improve this section</a> by <a href="/wiki/Help:Referencing_for_beginners" title="Help:Referencing for beginners">adding citations to reliable sources</a>. Unsourced material may be challenged and <a href="/wiki/Wikipedia:Verifiability#Burden_of_evidence" title="Wikipedia:Verifiability">removed</a>.</span> <span class="date-container"><i>(<span class="date">March 2021</span>)</i></span><span class="hide-when-compact"><i> (<small><a href="/wiki/Help:Maintenance_template_removal" title="Help:Maintenance template removal">Learn how and when to remove this message</a></small>)</i></span></div></td></tr></tbody></table> <ul><li>Greek letters (e.g. <i>θ</i>, <i>β</i>) are commonly used to denote unknown parameters (population parameters).<sup id="cite_ref-3" class="reference"><a href="#cite_note-3"><span class="cite-bracket">[</span>3<span class="cite-bracket">]</span></a></sup></li> <li>A tilde (~) denotes "has the probability distribution of".</li> <li>Placing a hat, or caret (also known as a circumflex), over a true parameter denotes an <a href="/wiki/Estimator" title="Estimator">estimator</a> of it, e.g., <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\widehat {\theta }}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>θ<!-- θ --></mi> <mo>^<!-- ^ --></mo> </mover> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\widehat {\theta }}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/89a031ed08d81ed4f0df984f0d9f30b7ae07be46" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.356ex; height:2.843ex;" alt="{\displaystyle {\widehat {\theta }}}"></noscript><span class="lazy-image-placeholder" style="width: 1.356ex;height: 2.843ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/89a031ed08d81ed4f0df984f0d9f30b7ae07be46" data-alt="{\displaystyle {\widehat {\theta }}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> is an estimator for <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \theta }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>θ<!-- θ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \theta }</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6e5ab2664b422d53eb0c7df3b87e1360d75ad9af" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.09ex; height:2.176ex;" alt="{\displaystyle \theta }"></noscript><span class="lazy-image-placeholder" style="width: 1.09ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6e5ab2664b422d53eb0c7df3b87e1360d75ad9af" data-alt="{\displaystyle \theta }" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>.</li> <li>The <a href="/wiki/Arithmetic_mean" title="Arithmetic mean">arithmetic mean</a> of a series of values <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle x_{1},x_{2},\ldots ,x_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo>,</mo> <mo>…<!-- … --></mo> <mo>,</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle x_{1},x_{2},\ldots ,x_{n}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d44d30d0c6dcc5a992750d7dfe6448fd326529e3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:13.528ex; height:2.009ex;" alt="{\textstyle x_{1},x_{2},\ldots ,x_{n}}"></noscript><span class="lazy-image-placeholder" style="width: 13.528ex;height: 2.009ex;vertical-align: -0.671ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d44d30d0c6dcc5a992750d7dfe6448fd326529e3" data-alt="{\textstyle x_{1},x_{2},\ldots ,x_{n}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> is often denoted by placing an "<a href="/wiki/Overbar" class="mw-redirect" title="Overbar">overbar</a>" over the symbol, e.g. <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {x}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">¯<!-- ¯ --></mo> </mover> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\bar {x}}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/466e03e1c9533b4dab1b9949dad393883f385d80" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:2.009ex;" alt="{\displaystyle {\bar {x}}}"></noscript><span class="lazy-image-placeholder" style="width: 1.33ex;height: 2.009ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/466e03e1c9533b4dab1b9949dad393883f385d80" data-alt="{\displaystyle {\bar {x}}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>, pronounced "<span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle x}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>x</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle x}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d951e0f3b54b6a3d73bb9a0a005749046cbce781" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\textstyle x}"></noscript><span class="lazy-image-placeholder" style="width: 1.33ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/d951e0f3b54b6a3d73bb9a0a005749046cbce781" data-alt="{\textstyle x}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> bar".</li> <li>Some commonly used symbols for <a href="/wiki/Sample_(statistics)" class="mw-redirect" title="Sample (statistics)">sample</a> statistics are given below: <ul><li>the <a href="/wiki/Sample_mean" class="mw-redirect" title="Sample mean">sample mean</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\bar {x}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mover> <mi>x</mi> <mo stretchy="false">¯<!-- ¯ --></mo> </mover> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\bar {x}}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/466e03e1c9533b4dab1b9949dad393883f385d80" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:2.009ex;" alt="{\displaystyle {\bar {x}}}"></noscript><span class="lazy-image-placeholder" style="width: 1.33ex;height: 2.009ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/466e03e1c9533b4dab1b9949dad393883f385d80" data-alt="{\displaystyle {\bar {x}}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>,</li> <li>the <a href="/wiki/Sample_variance" class="mw-redirect" title="Sample variance">sample variance</a> <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle s^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <msup> <mi>s</mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle s^{2}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/24ac5be3cbea7265af53b722b53ab3077320e713" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.145ex; height:2.509ex;" alt="{\textstyle s^{2}}"></noscript><span class="lazy-image-placeholder" style="width: 2.145ex;height: 2.509ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/24ac5be3cbea7265af53b722b53ab3077320e713" data-alt="{\textstyle s^{2}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>,</li> <li>the <a href="/wiki/Sample_standard_deviation" class="mw-redirect" title="Sample standard deviation">sample standard deviation</a> <i><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle s}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>s</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle s}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/45013da7f502d373d039cb1056a9c4d1ea06ffc7" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.09ex; height:1.676ex;" alt="{\textstyle s}"></noscript><span class="lazy-image-placeholder" style="width: 1.09ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/45013da7f502d373d039cb1056a9c4d1ea06ffc7" data-alt="{\textstyle s}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span></i>,</li> <li>the <a href="/wiki/Pearson_correlation_coefficient" title="Pearson correlation coefficient">sample correlation coefficient</a> <i><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle r}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>r</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle r}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f2dfb06630b52c9e18fcc0a4688da10774206729" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.049ex; height:1.676ex;" alt="{\textstyle r}"></noscript><span class="lazy-image-placeholder" style="width: 1.049ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/f2dfb06630b52c9e18fcc0a4688da10774206729" data-alt="{\textstyle r}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span></i>,</li> <li>the sample cumulants <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle k_{r}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <msub> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>r</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle k_{r}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b197b962f1f51d76e03fcab39a98918b662e936a" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.185ex; height:2.509ex;" alt="{\textstyle k_{r}}"></noscript><span class="lazy-image-placeholder" style="width: 2.185ex;height: 2.509ex;vertical-align: -0.671ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b197b962f1f51d76e03fcab39a98918b662e936a" data-alt="{\textstyle k_{r}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>.</li></ul></li> <li>Some commonly used symbols for <a href="/wiki/Statistical_population" title="Statistical population">population</a> parameters are given below: <ul><li>the population mean <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \mu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>μ<!-- μ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \mu }</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/259577540a13444806174d5a1ae7662974f58085" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.402ex; height:2.176ex;" alt="{\textstyle \mu }"></noscript><span class="lazy-image-placeholder" style="width: 1.402ex;height: 2.176ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/259577540a13444806174d5a1ae7662974f58085" data-alt="{\textstyle \mu }" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>,</li> <li>the population variance <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \sigma ^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <msup> <mi>σ<!-- σ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \sigma ^{2}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a86f1d00f664920ef46109bcddc0778f4976b490" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.385ex; height:2.509ex;" alt="{\textstyle \sigma ^{2}}"></noscript><span class="lazy-image-placeholder" style="width: 2.385ex;height: 2.509ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a86f1d00f664920ef46109bcddc0778f4976b490" data-alt="{\textstyle \sigma ^{2}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>,</li> <li>the population standard deviation <i><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \sigma }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>σ<!-- σ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \sigma }</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8ca336f17488923d11206e131f7eb2a569e8dde2" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.33ex; height:1.676ex;" alt="{\textstyle \sigma }"></noscript><span class="lazy-image-placeholder" style="width: 1.33ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8ca336f17488923d11206e131f7eb2a569e8dde2" data-alt="{\textstyle \sigma }" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span></i>,</li> <li>the population <a href="/wiki/Pearson_product-moment_correlation_coefficient" class="mw-redirect" title="Pearson product-moment correlation coefficient">correlation</a> <i><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \rho }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>ρ<!-- ρ --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \rho }</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/dfe88055cce2aa2861ff06d1386e021822fad300" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:1.202ex; height:2.176ex;" alt="{\textstyle \rho }"></noscript><span class="lazy-image-placeholder" style="width: 1.202ex;height: 2.176ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/dfe88055cce2aa2861ff06d1386e021822fad300" data-alt="{\textstyle \rho }" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span></i>,</li> <li>the population <a href="/wiki/Cumulant" title="Cumulant">cumulants</a> <i><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \kappa _{r}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <msub> <mi>κ<!-- κ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>r</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \kappa _{r}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bd4b3e03c1f4c1bb1eebd66c955278c46de46b40" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.313ex; height:2.009ex;" alt="{\textstyle \kappa _{r}}"></noscript><span class="lazy-image-placeholder" style="width: 2.313ex;height: 2.009ex;vertical-align: -0.671ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/bd4b3e03c1f4c1bb1eebd66c955278c46de46b40" data-alt="{\textstyle \kappa _{r}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span></i>,</li></ul></li> <li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{(k)}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">(</mo> <mi>k</mi> <mo stretchy="false">)</mo> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{(k)}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5f3387edfb141c35ca899ddd548aeeb7f34c1781" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.171ex; width:3.698ex; height:2.509ex;" alt="{\displaystyle x_{(k)}}"></noscript><span class="lazy-image-placeholder" style="width: 3.698ex;height: 2.509ex;vertical-align: -1.171ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5f3387edfb141c35ca899ddd548aeeb7f34c1781" data-alt="{\displaystyle x_{(k)}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> is used for the <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle k^{\text{th}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mi>k</mi> <mrow class="MJX-TeXAtom-ORD"> <mtext>th</mtext> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle k^{\text{th}}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4972c293a203ef44247bcdc01bc77d6df0e21719" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.997ex; height:2.676ex;" alt="{\displaystyle k^{\text{th}}}"></noscript><span class="lazy-image-placeholder" style="width: 2.997ex;height: 2.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/4972c293a203ef44247bcdc01bc77d6df0e21719" data-alt="{\displaystyle k^{\text{th}}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> <a href="/wiki/Order_statistic" title="Order statistic">order statistic</a>, where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{(1)}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">(</mo> <mn>1</mn> <mo stretchy="false">)</mo> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{(1)}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/464c1aa643240b7e29d9a21be0f4c1c75d1c20d4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.171ex; width:3.663ex; height:2.509ex;" alt="{\displaystyle x_{(1)}}"></noscript><span class="lazy-image-placeholder" style="width: 3.663ex;height: 2.509ex;vertical-align: -1.171ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/464c1aa643240b7e29d9a21be0f4c1c75d1c20d4" data-alt="{\displaystyle x_{(1)}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> is the sample minimum and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle x_{(n)}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mo stretchy="false">(</mo> <mi>n</mi> <mo stretchy="false">)</mo> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle x_{(n)}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3e6ad08f22682b82919b668b79cde43017aa102e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.171ex; width:3.828ex; height:2.509ex;" alt="{\displaystyle x_{(n)}}"></noscript><span class="lazy-image-placeholder" style="width: 3.828ex;height: 2.509ex;vertical-align: -1.171ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/3e6ad08f22682b82919b668b79cde43017aa102e" data-alt="{\displaystyle x_{(n)}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> is the sample maximum from a total sample size <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle n}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>n</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle n}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cc6e1f880981346a604257ebcacdef24c0aca2d6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.395ex; height:1.676ex;" alt="{\textstyle n}"></noscript><span class="lazy-image-placeholder" style="width: 1.395ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cc6e1f880981346a604257ebcacdef24c0aca2d6" data-alt="{\textstyle n}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>.<sup id="cite_ref-4" class="reference"><a href="#cite_note-4"><span class="cite-bracket">[</span>4<span class="cite-bracket">]</span></a></sup></li></ul> </section><div class="mw-heading mw-heading2 section-heading" onclick="mfTempOpenSection(3)"><span class="indicator mf-icon mf-icon-expand mf-icon--small"></span><h2 id="Critical_values">Critical values</h2><span class="mw-editsection"> <a role="button" href="/w/index.php?title=Notation_in_probability_and_statistics&amp;action=edit&amp;section=3" title="Edit section: Critical values" class="cdx-button cdx-button--size-large cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--icon-only cdx-button--weight-quiet "> <span class="minerva-icon minerva-icon--edit"></span> <span>edit</span> </a> </span> </div><section class="mf-section-3 collapsible-block" id="mf-section-3"> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1251242444"><table class="box-Unreferenced_section plainlinks metadata ambox ambox-content ambox-Unreferenced" role="presentation"><tbody><tr><td class="mbox-text"><div class="mbox-text-span">This section <b>does not <a href="/wiki/Wikipedia:Citing_sources" title="Wikipedia:Citing sources">cite</a> any <a href="/wiki/Wikipedia:Verifiability" title="Wikipedia:Verifiability">sources</a></b>.<span class="hide-when-compact"> Please help <a href="/wiki/Special:EditPage/Notation_in_probability_and_statistics" title="Special:EditPage/Notation in probability and statistics">improve this section</a> by <a href="/wiki/Help:Referencing_for_beginners" title="Help:Referencing for beginners">adding citations to reliable sources</a>. Unsourced material may be challenged and <a href="/wiki/Wikipedia:Verifiability#Burden_of_evidence" title="Wikipedia:Verifiability">removed</a>.</span> <span class="date-container"><i>(<span class="date">March 2021</span>)</i></span><span class="hide-when-compact"><i> (<small><a href="/wiki/Help:Maintenance_template_removal" title="Help:Maintenance template removal">Learn how and when to remove this message</a></small>)</i></span></div></td></tr></tbody></table> <p>The <i>α</i>-level upper <a href="/wiki/Critical_value_(statistics)" class="mw-redirect" title="Critical value (statistics)">critical value</a> of a <a href="/wiki/Probability_distribution" title="Probability distribution">probability distribution</a> is the value exceeded with probability <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \alpha }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>α<!-- α --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \alpha }</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0d86dbd6183264b2f8569da1751380b173c7b185" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.488ex; height:1.676ex;" alt="{\textstyle \alpha }"></noscript><span class="lazy-image-placeholder" style="width: 1.488ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/0d86dbd6183264b2f8569da1751380b173c7b185" data-alt="{\textstyle \alpha }" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>, that is, the value <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle x_{\alpha }}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>α<!-- α --></mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle x_{\alpha }}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a087773da36998fd9645e8c09fa783963c9c0cc4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.614ex; height:2.009ex;" alt="{\textstyle x_{\alpha }}"></noscript><span class="lazy-image-placeholder" style="width: 2.614ex;height: 2.009ex;vertical-align: -0.671ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/a087773da36998fd9645e8c09fa783963c9c0cc4" data-alt="{\textstyle x_{\alpha }}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> such that <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle F(x_{\alpha })=1-\alpha }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <msub> <mi>x</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>α<!-- α --></mi> </mrow> </msub> <mo stretchy="false">)</mo> <mo>=</mo> <mn>1</mn> <mo>−<!-- − --></mo> <mi>α<!-- α --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle F(x_{\alpha })=1-\alpha }</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/71f989e7cc34e9f8625727f9ff4dda983387b7d8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:14.753ex; height:2.843ex;" alt="{\textstyle F(x_{\alpha })=1-\alpha }"></noscript><span class="lazy-image-placeholder" style="width: 14.753ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/71f989e7cc34e9f8625727f9ff4dda983387b7d8" data-alt="{\textstyle F(x_{\alpha })=1-\alpha }" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>, where <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle F}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>F</mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle F}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8256dae10b9e3abb3592ff608e81c8bc324edce3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.741ex; height:2.176ex;" alt="{\textstyle F}"></noscript><span class="lazy-image-placeholder" style="width: 1.741ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/8256dae10b9e3abb3592ff608e81c8bc324edce3" data-alt="{\textstyle F}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> is the cumulative distribution function. There are standard notations for the upper critical values of some commonly used distributions in statistics: </p> <ul><li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle z_{\alpha }}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <msub> <mi>z</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>α<!-- α --></mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle z_{\alpha }}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6bbbd19c2c92697f49fb0395f87b2ae3462c3148" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.365ex; height:2.009ex;" alt="{\textstyle z_{\alpha }}"></noscript><span class="lazy-image-placeholder" style="width: 2.365ex;height: 2.009ex;vertical-align: -0.671ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6bbbd19c2c92697f49fb0395f87b2ae3462c3148" data-alt="{\textstyle z_{\alpha }}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle z(\alpha )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>z</mi> <mo stretchy="false">(</mo> <mi>α<!-- α --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle z(\alpha )}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6a534b8b2fc3ab2a6d83f73e52a4e87142108b20" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:4.385ex; height:2.843ex;" alt="{\textstyle z(\alpha )}"></noscript><span class="lazy-image-placeholder" style="width: 4.385ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/6a534b8b2fc3ab2a6d83f73e52a4e87142108b20" data-alt="{\textstyle z(\alpha )}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> for the <a href="/wiki/Standard_normal_distribution" class="mw-redirect" title="Standard normal distribution">standard normal distribution</a></li> <li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle t_{\alpha ,\nu }}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <msub> <mi>t</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>α<!-- α --></mi> <mo>,</mo> <mi>ν<!-- ν --></mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle t_{\alpha ,\nu }}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1d55129b0d9c64560430a49e326e9da8b9921892" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:3.452ex; height:2.676ex;" alt="{\textstyle t_{\alpha ,\nu }}"></noscript><span class="lazy-image-placeholder" style="width: 3.452ex;height: 2.676ex;vertical-align: -1.005ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1d55129b0d9c64560430a49e326e9da8b9921892" data-alt="{\textstyle t_{\alpha ,\nu }}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle t(\alpha ,\nu )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>t</mi> <mo stretchy="false">(</mo> <mi>α<!-- α --></mi> <mo>,</mo> <mi>ν<!-- ν --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle t(\alpha ,\nu )}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/65e7a3ebf5fd6320f6a63ea4fdba165bf714a263" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:6.403ex; height:2.843ex;" alt="{\textstyle t(\alpha ,\nu )}"></noscript><span class="lazy-image-placeholder" style="width: 6.403ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/65e7a3ebf5fd6320f6a63ea4fdba165bf714a263" data-alt="{\textstyle t(\alpha ,\nu )}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> for the <a href="/wiki/Student%27s_t-distribution" title="Student's t-distribution"><i>t</i>-distribution</a> with <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \nu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>ν<!-- ν --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \nu }</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9518d669addb0cc614b524a4a5753a69b6f1b9e3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.232ex; height:1.676ex;" alt="{\textstyle \nu }"></noscript><span class="lazy-image-placeholder" style="width: 1.232ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9518d669addb0cc614b524a4a5753a69b6f1b9e3" data-alt="{\textstyle \nu }" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> <a href="/wiki/Degrees_of_freedom_(statistics)" title="Degrees of freedom (statistics)">degrees of freedom</a></li> <li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\chi _{\alpha ,\nu }}^{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <msub> <mi>χ<!-- χ --></mi> <mrow class="MJX-TeXAtom-ORD"> <mi>α<!-- α --></mi> <mo>,</mo> <mi>ν<!-- ν --></mi> </mrow> </msub> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\chi _{\alpha ,\nu }}^{2}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/07b2efe49df11e316fc39e00e078129c959bc405" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:5.122ex; height:3.343ex;" alt="{\displaystyle {\chi _{\alpha ,\nu }}^{2}}"></noscript><span class="lazy-image-placeholder" style="width: 5.122ex;height: 3.343ex;vertical-align: -1.005ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/07b2efe49df11e316fc39e00e078129c959bc405" data-alt="{\displaystyle {\chi _{\alpha ,\nu }}^{2}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle {\chi }^{2}(\alpha ,\nu )}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mi>χ<!-- χ --></mi> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msup> <mo stretchy="false">(</mo> <mi>α<!-- α --></mi> <mo>,</mo> <mi>ν<!-- ν --></mi> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle {\chi }^{2}(\alpha ,\nu )}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e586ef05dbf25e039be0fa88f53fc6eb0829bf65" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:8.072ex; height:3.176ex;" alt="{\displaystyle {\chi }^{2}(\alpha ,\nu )}"></noscript><span class="lazy-image-placeholder" style="width: 8.072ex;height: 3.176ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e586ef05dbf25e039be0fa88f53fc6eb0829bf65" data-alt="{\displaystyle {\chi }^{2}(\alpha ,\nu )}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> for the <a href="/wiki/Chi-squared_distribution" title="Chi-squared distribution">chi-squared distribution</a> with <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \nu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>ν<!-- ν --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \nu }</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9518d669addb0cc614b524a4a5753a69b6f1b9e3" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.232ex; height:1.676ex;" alt="{\textstyle \nu }"></noscript><span class="lazy-image-placeholder" style="width: 1.232ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9518d669addb0cc614b524a4a5753a69b6f1b9e3" data-alt="{\textstyle \nu }" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> degrees of freedom</li> <li><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle F_{\alpha ,\nu _{1},\nu _{2}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <msub> <mi>F</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>α<!-- α --></mi> <mo>,</mo> <msub> <mi>ν<!-- ν --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>ν<!-- ν --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle F_{\alpha ,\nu _{1},\nu _{2}}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cec774db5e3d38c92d70032714c4f2ff3bd83709" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -1.005ex; width:6.981ex; height:2.843ex;" alt="{\displaystyle F_{\alpha ,\nu _{1},\nu _{2}}}"></noscript><span class="lazy-image-placeholder" style="width: 6.981ex;height: 2.843ex;vertical-align: -1.005ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/cec774db5e3d38c92d70032714c4f2ff3bd83709" data-alt="{\displaystyle F_{\alpha ,\nu _{1},\nu _{2}}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> or <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle F(\alpha ,\nu _{1},\nu _{2})}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mi>F</mi> <mo stretchy="false">(</mo> <mi>α<!-- α --></mi> <mo>,</mo> <msub> <mi>ν<!-- ν --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> <mo>,</mo> <msub> <mi>ν<!-- ν --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> <mo stretchy="false">)</mo> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle F(\alpha ,\nu _{1},\nu _{2})}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1185c3dcc932349b87c4ba30f8f2365827ba28f6" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.838ex; width:11.511ex; height:2.843ex;" alt="{\textstyle F(\alpha ,\nu _{1},\nu _{2})}"></noscript><span class="lazy-image-placeholder" style="width: 11.511ex;height: 2.843ex;vertical-align: -0.838ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/1185c3dcc932349b87c4ba30f8f2365827ba28f6" data-alt="{\textstyle F(\alpha ,\nu _{1},\nu _{2})}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> for the <a href="/wiki/F-distribution" title="F-distribution">F-distribution</a> with <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \nu _{1}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <msub> <mi>ν<!-- ν --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>1</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \nu _{1}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/01c659b2b6e6a98eae9d9eab040a34a3b540c673" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.203ex; height:2.009ex;" alt="{\textstyle \nu _{1}}"></noscript><span class="lazy-image-placeholder" style="width: 2.203ex;height: 2.009ex;vertical-align: -0.671ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/01c659b2b6e6a98eae9d9eab040a34a3b540c673" data-alt="{\textstyle \nu _{1}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> and <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle \nu _{2}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <msub> <mi>ν<!-- ν --></mi> <mrow class="MJX-TeXAtom-ORD"> <mn>2</mn> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle \nu _{2}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/05e918f9cf8ef16adcdeb3a1a88ba31b600e6d09" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.671ex; width:2.203ex; height:2.009ex;" alt="{\textstyle \nu _{2}}"></noscript><span class="lazy-image-placeholder" style="width: 2.203ex;height: 2.009ex;vertical-align: -0.671ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/05e918f9cf8ef16adcdeb3a1a88ba31b600e6d09" data-alt="{\textstyle \nu _{2}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span> degrees of freedom</li></ul> </section><div class="mw-heading mw-heading2 section-heading" onclick="mfTempOpenSection(4)"><span class="indicator mf-icon mf-icon-expand mf-icon--small"></span><h2 id="Linear_algebra">Linear algebra</h2><span class="mw-editsection"> <a role="button" href="/w/index.php?title=Notation_in_probability_and_statistics&amp;action=edit&amp;section=4" title="Edit section: Linear algebra" class="cdx-button cdx-button--size-large cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--icon-only cdx-button--weight-quiet "> <span class="minerva-icon minerva-icon--edit"></span> <span>edit</span> </a> </span> </div><section class="mf-section-4 collapsible-block" id="mf-section-4"> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1251242444"><table class="box-Unreferenced_section plainlinks metadata ambox ambox-content ambox-Unreferenced" role="presentation"><tbody><tr><td class="mbox-text"><div class="mbox-text-span">This section <b>does not <a href="/wiki/Wikipedia:Citing_sources" title="Wikipedia:Citing sources">cite</a> any <a href="/wiki/Wikipedia:Verifiability" title="Wikipedia:Verifiability">sources</a></b>.<span class="hide-when-compact"> Please help <a href="/wiki/Special:EditPage/Notation_in_probability_and_statistics" title="Special:EditPage/Notation in probability and statistics">improve this section</a> by <a href="/wiki/Help:Referencing_for_beginners" title="Help:Referencing for beginners">adding citations to reliable sources</a>. Unsourced material may be challenged and <a href="/wiki/Wikipedia:Verifiability#Burden_of_evidence" title="Wikipedia:Verifiability">removed</a>.</span> <span class="date-container"><i>(<span class="date">March 2021</span>)</i></span><span class="hide-when-compact"><i> (<small><a href="/wiki/Help:Maintenance_template_removal" title="Help:Maintenance template removal">Learn how and when to remove this message</a></small>)</i></span></div></td></tr></tbody></table> <ul><li><a href="/wiki/Matrix_(mathematics)" title="Matrix (mathematics)">Matrices</a> are usually denoted by boldface capital letters, e.g. <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle {\mathbf {A}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle {\mathbf {A}}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/427d78773ed82127761a1a0585aa3f6cc6e2399b" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.019ex; height:2.176ex;" alt="{\textstyle {\mathbf {A}}}"></noscript><span class="lazy-image-placeholder" style="width: 2.019ex;height: 2.176ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/427d78773ed82127761a1a0585aa3f6cc6e2399b" data-alt="{\textstyle {\mathbf {A}}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>.</li> <li><a href="/wiki/Column_vector" class="mw-redirect" title="Column vector">Column vectors</a> are usually denoted by boldface lowercase letters, e.g. <b><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle {\mathbf {x}}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> </mrow> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle {\mathbf {x}}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/175f1f7543337aabb238371921b60c2186a1df0d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.411ex; height:1.676ex;" alt="{\textstyle {\mathbf {x}}}"></noscript><span class="lazy-image-placeholder" style="width: 1.411ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/175f1f7543337aabb238371921b60c2186a1df0d" data-alt="{\textstyle {\mathbf {x}}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span></b>.</li> <li>The <a href="/wiki/Transpose" title="Transpose">transpose</a> operator is denoted by either a superscript T (e.g. <b><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle {\mathbf {A}}^{\mathrm {T} }}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">T</mi> </mrow> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle {\mathbf {A}}^{\mathrm {T} }}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/974a4104699d6c81800094dd150b00e22b41a9e8" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:3.438ex; height:2.676ex;" alt="{\textstyle {\mathbf {A}}^{\mathrm {T} }}"></noscript><span class="lazy-image-placeholder" style="width: 3.438ex;height: 2.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/974a4104699d6c81800094dd150b00e22b41a9e8" data-alt="{\textstyle {\mathbf {A}}^{\mathrm {T} }}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span></b>) or a <a href="/wiki/Prime_(symbol)" title="Prime (symbol)">prime symbol</a> (e.g. <b><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle {\mathbf {A}}'}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">A</mi> </mrow> </mrow> <mo>′</mo> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle {\mathbf {A}}'}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b1ec837151f86430d4850678c68c00fc9a066c65" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.704ex; height:2.509ex;" alt="{\textstyle {\mathbf {A}}'}"></noscript><span class="lazy-image-placeholder" style="width: 2.704ex;height: 2.509ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/b1ec837151f86430d4850678c68c00fc9a066c65" data-alt="{\textstyle {\mathbf {A}}'}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span></b>).</li> <li>A <a href="/wiki/Row_vector" class="mw-redirect" title="Row vector">row vector</a> is written as the transpose of a column vector, e.g. <b><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle {\mathbf {x}}^{\mathrm {T} }}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> </mrow> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="normal">T</mi> </mrow> </mrow> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle {\mathbf {x}}^{\mathrm {T} }}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5ee843cc669383a9843be86c12882ae723a32b8e" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.83ex; height:2.509ex;" alt="{\textstyle {\mathbf {x}}^{\mathrm {T} }}"></noscript><span class="lazy-image-placeholder" style="width: 2.83ex;height: 2.509ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/5ee843cc669383a9843be86c12882ae723a32b8e" data-alt="{\textstyle {\mathbf {x}}^{\mathrm {T} }}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span></b> or <b><span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\textstyle {\mathbf {x}}'}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="false" scriptlevel="0"> <msup> <mrow class="MJX-TeXAtom-ORD"> <mrow class="MJX-TeXAtom-ORD"> <mi mathvariant="bold">x</mi> </mrow> </mrow> <mo>′</mo> </msup> </mstyle> </mrow> <annotation encoding="application/x-tex">{\textstyle {\mathbf {x}}'}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/24914322132dec958288c516ac54e221b7ad8d16" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:2.096ex; height:2.343ex;" alt="{\textstyle {\mathbf {x}}'}"></noscript><span class="lazy-image-placeholder" style="width: 2.096ex;height: 2.343ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/24914322132dec958288c516ac54e221b7ad8d16" data-alt="{\textstyle {\mathbf {x}}'}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span></b>.</li></ul> </section><div class="mw-heading mw-heading2 section-heading" onclick="mfTempOpenSection(5)"><span class="indicator mf-icon mf-icon-expand mf-icon--small"></span><h2 id="Abbreviations">Abbreviations</h2><span class="mw-editsection"> <a role="button" href="/w/index.php?title=Notation_in_probability_and_statistics&amp;action=edit&amp;section=5" title="Edit section: Abbreviations" class="cdx-button cdx-button--size-large cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--icon-only cdx-button--weight-quiet "> <span class="minerva-icon minerva-icon--edit"></span> <span>edit</span> </a> </span> </div><section class="mf-section-5 collapsible-block" id="mf-section-5"> <link rel="mw-deduplicated-inline-style" href="mw-data:TemplateStyles:r1251242444"><table class="box-Unreferenced_section plainlinks metadata ambox ambox-content ambox-Unreferenced" role="presentation"><tbody><tr><td class="mbox-text"><div class="mbox-text-span">This section <b>does not <a href="/wiki/Wikipedia:Citing_sources" title="Wikipedia:Citing sources">cite</a> any <a href="/wiki/Wikipedia:Verifiability" title="Wikipedia:Verifiability">sources</a></b>.<span class="hide-when-compact"> Please help <a href="/wiki/Special:EditPage/Notation_in_probability_and_statistics" title="Special:EditPage/Notation in probability and statistics">improve this section</a> by <a href="/wiki/Help:Referencing_for_beginners" title="Help:Referencing for beginners">adding citations to reliable sources</a>. Unsourced material may be challenged and <a href="/wiki/Wikipedia:Verifiability#Burden_of_evidence" title="Wikipedia:Verifiability">removed</a>.</span> <span class="date-container"><i>(<span class="date">March 2021</span>)</i></span><span class="hide-when-compact"><i> (<small><a href="/wiki/Help:Maintenance_template_removal" title="Help:Maintenance template removal">Learn how and when to remove this message</a></small>)</i></span></div></td></tr></tbody></table> <p>Common abbreviations include: </p> <ul><li><b>a.e.</b> <a href="/wiki/Almost_everywhere" title="Almost everywhere">almost everywhere</a></li> <li><b>a.s.</b> <a href="/wiki/Almost_surely" title="Almost surely">almost surely</a></li> <li><b>cdf</b> <a href="/wiki/Cumulative_distribution_function" title="Cumulative distribution function">cumulative distribution function</a></li> <li><b>cmf</b> <a href="/wiki/Cumulative_mass_function" class="mw-redirect" title="Cumulative mass function">cumulative mass function</a></li> <li><b>df</b> <a href="/wiki/Degrees_of_freedom_(statistics)" title="Degrees of freedom (statistics)">degrees of freedom</a> (also <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \nu }"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mi>ν<!-- ν --></mi> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \nu }</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c15bbbb971240cf328aba572178f091684585468" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -0.338ex; width:1.232ex; height:1.676ex;" alt="{\displaystyle \nu }"></noscript><span class="lazy-image-placeholder" style="width: 1.232ex;height: 1.676ex;vertical-align: -0.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/c15bbbb971240cf328aba572178f091684585468" data-alt="{\displaystyle \nu }" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span>)</li> <li><b>i.i.d.</b> <a href="/wiki/Independent_and_identically_distributed_random_variables" title="Independent and identically distributed random variables">independent and identically distributed</a></li> <li><b>pdf</b> <a href="/wiki/Probability_density_function" title="Probability density function">probability density function</a></li> <li><b>pmf</b> <a href="/wiki/Probability_mass_function" title="Probability mass function">probability mass function</a></li> <li><b>r.v.</b> <a href="/wiki/Random_variable" title="Random variable">random variable</a></li> <li><b>w.p.</b> with probability; <b>wp1</b> <a href="/wiki/With_probability_1" class="mw-redirect" title="With probability 1">with probability 1</a></li> <li><b>i.o.</b> infinitely often, i.e. <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{A_{n}{\text{ i.o.}}\}=\bigcap _{N}\bigcup _{n\geq N}A_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <msub> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mtext> i.o.</mtext> </mrow> <mo fence="false" stretchy="false">}</mo> <mo>=</mo> <munder> <mo>⋂<!-- ⋂ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>N</mi> </mrow> </munder> <munder> <mo>⋃<!-- ⋃ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>≥<!-- ≥ --></mo> <mi>N</mi> </mrow> </munder> <msub> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{A_{n}{\text{ i.o.}}\}=\bigcap _{N}\bigcup _{n\geq N}A_{n}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9a91bb750ea71c16a3f83c0e677e0d3ebe12f1c4" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.338ex; width:22.11ex; height:5.843ex;" alt="{\displaystyle \{A_{n}{\text{ i.o.}}\}=\bigcap _{N}\bigcup _{n\geq N}A_{n}}"></noscript><span class="lazy-image-placeholder" style="width: 22.11ex;height: 5.843ex;vertical-align: -3.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/9a91bb750ea71c16a3f83c0e677e0d3ebe12f1c4" data-alt="{\displaystyle \{A_{n}{\text{ i.o.}}\}=\bigcap _{N}\bigcup _{n\geq N}A_{n}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span></li> <li><b>ult.</b> ultimately, i.e. <span class="mwe-math-element"><span class="mwe-math-mathml-inline mwe-math-mathml-a11y" style="display: none;"><math xmlns="http://www.w3.org/1998/Math/MathML" alttext="{\displaystyle \{A_{n}{\text{ ult.}}\}=\bigcup _{N}\bigcap _{n\geq N}A_{n}}"> <semantics> <mrow class="MJX-TeXAtom-ORD"> <mstyle displaystyle="true" scriptlevel="0"> <mo fence="false" stretchy="false">{</mo> <msub> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> <mrow class="MJX-TeXAtom-ORD"> <mtext> ult.</mtext> </mrow> <mo fence="false" stretchy="false">}</mo> <mo>=</mo> <munder> <mo>⋃<!-- ⋃ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>N</mi> </mrow> </munder> <munder> <mo>⋂<!-- ⋂ --></mo> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> <mo>≥<!-- ≥ --></mo> <mi>N</mi> </mrow> </munder> <msub> <mi>A</mi> <mrow class="MJX-TeXAtom-ORD"> <mi>n</mi> </mrow> </msub> </mstyle> </mrow> <annotation encoding="application/x-tex">{\displaystyle \{A_{n}{\text{ ult.}}\}=\bigcup _{N}\bigcap _{n\geq N}A_{n}}</annotation> </semantics> </math></span><noscript><img src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e894e0924c171d14559cc532ffa0aa43538f9a8d" class="mwe-math-fallback-image-inline mw-invert skin-invert" aria-hidden="true" style="vertical-align: -3.338ex; width:22.498ex; height:5.843ex;" alt="{\displaystyle \{A_{n}{\text{ ult.}}\}=\bigcup _{N}\bigcap _{n\geq N}A_{n}}"></noscript><span class="lazy-image-placeholder" style="width: 22.498ex;height: 5.843ex;vertical-align: -3.338ex;" data-src="https://wikimedia.org/api/rest_v1/media/math/render/svg/e894e0924c171d14559cc532ffa0aa43538f9a8d" data-alt="{\displaystyle \{A_{n}{\text{ ult.}}\}=\bigcup _{N}\bigcap _{n\geq N}A_{n}}" data-class="mwe-math-fallback-image-inline mw-invert skin-invert">&nbsp;</span></span></li></ul> </section><div class="mw-heading mw-heading2 section-heading" onclick="mfTempOpenSection(6)"><span class="indicator mf-icon mf-icon-expand mf-icon--small"></span><h2 id="See_also">See also</h2><span class="mw-editsection"> <a role="button" href="/w/index.php?title=Notation_in_probability_and_statistics&amp;action=edit&amp;section=6" title="Edit section: See also" class="cdx-button cdx-button--size-large cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--icon-only cdx-button--weight-quiet "> <span class="minerva-icon minerva-icon--edit"></span> <span>edit</span> </a> </span> </div><section class="mf-section-6 collapsible-block" id="mf-section-6"> <ul><li><a href="/wiki/Glossary_of_probability_and_statistics" title="Glossary of probability and statistics">Glossary of probability and statistics</a></li> <li><a href="/wiki/Combination" title="Combination">Combinations</a> and <a href="/wiki/Permutation" title="Permutation">permutations</a></li> <li><a href="/wiki/History_of_mathematical_notation" title="History of mathematical notation">History of mathematical notation</a></li></ul> </section><div class="mw-heading mw-heading2 section-heading" onclick="mfTempOpenSection(7)"><span class="indicator mf-icon mf-icon-expand mf-icon--small"></span><h2 id="References">References</h2><span class="mw-editsection"> <a role="button" href="/w/index.php?title=Notation_in_probability_and_statistics&amp;action=edit&amp;section=7" title="Edit section: References" class="cdx-button cdx-button--size-large cdx-button--fake-button cdx-button--fake-button--enabled cdx-button--icon-only cdx-button--weight-quiet "> <span class="minerva-icon minerva-icon--edit"></span> <span>edit</span> </a> </span> </div><section class="mf-section-7 collapsible-block" id="mf-section-7"> <style data-mw-deduplicate="TemplateStyles:r1239543626">.mw-parser-output .reflist{margin-bottom:0.5em;list-style-type:decimal}@media screen{.mw-parser-output .reflist{font-size:90%}}.mw-parser-output .reflist .references{font-size:100%;margin-bottom:0;list-style-type:inherit}.mw-parser-output .reflist-columns-2{column-width:30em}.mw-parser-output .reflist-columns-3{column-width:25em}.mw-parser-output .reflist-columns{margin-top:0.3em}.mw-parser-output .reflist-columns ol{margin-top:0}.mw-parser-output .reflist-columns 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a{background-size:contain;padding:0 1em 0 0}.mw-parser-output .cs1-code{color:inherit;background:inherit;border:none;padding:inherit}.mw-parser-output .cs1-hidden-error{display:none;color:var(--color-error,#d33)}.mw-parser-output .cs1-visible-error{color:var(--color-error,#d33)}.mw-parser-output .cs1-maint{display:none;color:#085;margin-left:0.3em}.mw-parser-output .cs1-kern-left{padding-left:0.2em}.mw-parser-output .cs1-kern-right{padding-right:0.2em}.mw-parser-output .citation .mw-selflink{font-weight:inherit}@media screen{.mw-parser-output .cs1-format{font-size:95%}html.skin-theme-clientpref-night .mw-parser-output .cs1-maint{color:#18911f}}@media screen and (prefers-color-scheme:dark){html.skin-theme-clientpref-os .mw-parser-output .cs1-maint{color:#18911f}}</style><cite class="citation web cs1"><a rel="nofollow" class="external text" href="https://analystprep.com/cfa-level-1-exam/quantitative-methods/calculating-probabilities-from-cumulative-distribution-function/">"Calculating Probabilities from Cumulative Distribution Function"</a>. 2021-08-09<span class="reference-accessdate">. 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O.; Hoel, P. G. (1965), "Recommended Standards for Statistical Symbols and Notation. COPSS Committee on Symbols and Notation", <i>The American Statistician</i>, <b>19</b> (3): 12–14, <a href="/wiki/Doi_(identifier)" class="mw-redirect" title="Doi (identifier)">doi</a>:<a rel="nofollow" class="external text" href="https://doi.org/10.2307%2F2681417">10.2307/2681417</a>, <a href="/wiki/JSTOR_(identifier)" class="mw-redirect" title="JSTOR (identifier)">JSTOR</a> <a rel="nofollow" class="external text" href="https://www.jstor.org/stable/2681417">2681417</a></cite><span 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