Particular realizations of a random variable are written in corresponding
lower case letters. For example, could be a
sample corresponding to the random variable . A cumulative probability is formally written to differentiate the random variable from its realization.[1]
The probability is sometimes written to distinguish it from other functions and measure P to avoid having to define "P is a probability" and is short for , where is the event space and is a random variable. notation is used alternatively.
or indicates the probability that events A and B both occur. The
joint probability distribution of random variables X and Y is denoted as , while joint probability mass function or probability density function as and joint cumulative distribution function as .
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 uppercase
calligraphic (e.g. for the set of sets on which we define the probability P)
Survival functions or complementary cumulative distribution functions are often denoted by placing an
overbar over the symbol for the cumulative:, or denoted as ,
The α-level upper
critical value of a
probability distribution is the value exceeded with probability , that is, the value such that , where is the cumulative distribution function. There are standard notations for the upper critical values of some commonly used distributions in statistics:
Halperin, Max; Hartley, H. O.; Hoel, P. G. (1965), "Recommended Standards for Statistical Symbols and Notation. COPSS Committee on Symbols and Notation", The American Statistician, 19 (3): 12–14,
doi:
10.2307/2681417,
JSTOR2681417
Particular realizations of a random variable are written in corresponding
lower case letters. For example, could be a
sample corresponding to the random variable . A cumulative probability is formally written to differentiate the random variable from its realization.[1]
The probability is sometimes written to distinguish it from other functions and measure P to avoid having to define "P is a probability" and is short for , where is the event space and is a random variable. notation is used alternatively.
or indicates the probability that events A and B both occur. The
joint probability distribution of random variables X and Y is denoted as , while joint probability mass function or probability density function as and joint cumulative distribution function as .
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 uppercase
calligraphic (e.g. for the set of sets on which we define the probability P)
Survival functions or complementary cumulative distribution functions are often denoted by placing an
overbar over the symbol for the cumulative:, or denoted as ,
The α-level upper
critical value of a
probability distribution is the value exceeded with probability , that is, the value such that , where is the cumulative distribution function. There are standard notations for the upper critical values of some commonly used distributions in statistics:
Halperin, Max; Hartley, H. O.; Hoel, P. G. (1965), "Recommended Standards for Statistical Symbols and Notation. COPSS Committee on Symbols and Notation", The American Statistician, 19 (3): 12–14,
doi:
10.2307/2681417,
JSTOR2681417