Expectation Value: Symbol Symbol Name Meaning / Definition Example

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Symbol Symbol Name Meaning / definition Example

P(A) probability function probability of event A P(A) = 0.5


probability of events
P(A B) probability that of events A and B P(AB) = 0.5
intersection
probability of events
P(A B) union
probability that of events A or B P(AB) = 0.5
conditional probability probability of event A given event
P(A | B) P(A | B) = 0.3
function B occured
probability density
f (x) P(a x b) = f (x) dx
function (pdf)
cumulative
F(x) distribution function F(x) = P(X x)
(cdf)
population mean mean of population values = 10
expected value of random variable
E(X) expectation value E(X) = 10
X
conditional expected value of random variable
E(X | Y) E(X | Y=2) = 5
expectation X given Y
var(X) variance variance of random variable X var(X) = 4
2 variance variance of population values 2 = 4
standard deviation of random
std(X) standard deviation std(X) = 2
variable X
standard deviation value of random
X standard deviation X = 2
variable X
median middle value of random variable x
covariance of random variables X
cov(X,Y) covariance cov(X,Y) = 4
and Y
correlation of random variables X
corr(X,Y) correlation corr(X,Y) = 0.6
and Y
correlation of random variables X
X,Y correlation X,Y = 0.6
and Y
summation - sum of all values in
summation
range of series

double summation double summation

value that occurs most frequently in


Mo mode
population
MR mid-range MR = (xmax+xmin)/2
half the population is below this
Md sample median
value
25% of population are below this
Q1 lower / first quartile
value
median / second 50% of population are below this
Q2
quartile value = median of samples
75% of population are below this
Q3 upper / third quartile
value
x sample mean average / arithmetic mean x = (2+5+9) / 3 = 5.333
population samples variance
s2 sample variance s2 = 4
estimator
sample standard population samples standard
s s=2
deviation deviation estimator
zx standard score zx = (x-x) / sx
X~ distribution of X distribution of random variable X X ~ N(0,3)
N(,2) normal distribution gaussian distribution X ~ N(0,3)
U(a,b) uniform distribution equal probability in range a,b X ~ U(0,3)
exponential
exp() f (x) = e-x , x0
distribution
gamma(c, ) gamma distribution f (x) = c xc-1e-x / (c), x0
2(k) chi-square distribution f (x) = xk/2-1e-x/2 / ( 2k/2 (k/2) )
F (k1, k2) F distribution
Bin(n,p) binomial distribution f (k) = nCk pk(1-p)n-k
Poisson() Poisson distribution f (k) = ke- / k!
Geom(p) geometric distribution f (k) = p (1-p) k
hyper-geometric
HG(N,K,n)
distribution
Bern(p) Bernoulli distribution

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