Mathematical Notation

Probability and Statistics

Symbol

Formula

Explained

\(\mu\)

\(\sum_{x} k P(X=x) = \int_{-\infty}^{\infty} x f(x) d x\)

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\(V(X)\) or \(\sigma^2\)

\(E[(X - E[X])^2] = E[(X - \mu)^2] = E[X^2] - E[X]^2\)

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\(\sigma\)

\(\sqrt{V(X)}\)

Standard deviation

\(Cov(X,Y)\)

Covariance of X and Y

Covariance of X and Y

\(\bar{X}\)

The sample

The sample mean is an average value