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Probability theory and statistics have some commonly used conventions, in addition to standard mathematical notation and mathematical symbols. ==Probability theory== * Random variables are usually written in upper case roman letters: ''X'', ''Y'', etc. * Particular realizations of a random variable are written in corresponding lower case letters. For example ''x''1, ''x''2, …, ''x''''n'' could be a sample corresponding to the random variable ''X'' and a cumulative probability is formally written to differentiate random variable from realization. * The probability is sometimes written to distinguish it from other functions and measure ''P'' so as to avoid having to define " ''P'' is a probability" and is short for , where is an event and a corresponding random variable. * or indicates the probability that events ''A'' and ''B'' both occur. * or indicates the probability of either event ''A'' or event ''B'' occurring ("or" in this case means one or the other or both). *σ-algebras are usually written with upper case calligraphic (e.g. for the set of sets on which we define the probability ''P'') *Probability density functions (pdfs) and probability mass functions are denoted by lower case letters, e.g. ''f''(''x''). *Cumulative distribution functions (cdfs) are denoted by upper case letters, e.g. ''F''(''x''). * Survival functions or complementary cumulative distribution functions are often denoted by placing an overbar over the symbol for the cumulative: *In particular, the pdf of the standard normal distribution is denoted by φ(''z''), and its cdf by Φ(''z''). *Some common operators: : * E() : expected value of ''X'' : * var() : variance of ''X'' : * cov(''Y'' ) : covariance of ''X'' and ''Y'' * X is independent of Y is often written or , and X is independent of Y given W is often written : or : * , the ''posterior probability'', is the probability of ''given'' , i.e., ''after'' is observed. 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Notation in probability and statistics」の詳細全文を読む スポンサード リンク
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