Probability Statistics
Notation |
Definition |
| $P$ | 확률(probability) |
| $X\left({\omega}\right)$ | 확률변수(random variables) |
| $x_{1},x_{2},\cdots ,x_{n}$ | 확률변수원소(particular realizations of a random variable) |
| $P\left({X\leq x}\right)$ | 누적확률(a cumulative probability) |
| $P$ | 확률(a probability) |
| $\Omega$ | 시행공간(the event space) |
| $X_i$ | $n$번 시행 결과 집합의 $i$번째 원소인 확률변수(a random variable) |
| $P\left({X,Y}\right)$ | 확률 변수 $X$와 $Y$의 확률분포(the joint probability distribution of random variables X and Y) |
| $f\left({x,y}\right)$ | 공동 확률질량함수 또는 확률밀도함수(joint probability mass function or probability density function) |
| $F\left({x,y}\right)$ | 공동 누적분포함수(joint cumulative distribution function) |
| $f\left({x}\right)$ | 확률밀도함수 (pdfs)(probability density functions) 또는 확률질량함수 (pmfs)(probability mass functions) |
| $F\left({x}\right)$ | 누적분포함수 (cdfs)(cumulative distribution functions) |
| $\varphi\left({z}\right)$ | 표준정규분포의 pdf(the pdf of the standard normal distribution) |
| $\phi\left({z}\right)$ | 표준정규분포의 cdf(the cdf of the standard normal distribution) |
| $\rm{E}\left[{X}\right]$ | $X$의 기대값(expected value of $X$) |
| $\rm{Var}\left[{X}\right]$ | $X$의 분산(variance of $X$) |
| $\rm{Cov}\left[{X,Y}\right]$ | $X$와 $Y$의 공분산(covariance of X and Y) |
| $X\bot Y$ | $X$는 $Y$는 독립적($X$ is independent of $Y$) |
| $X\bot Y\mid W$ | $X$는 주어진 $Y$와 독립적($X$ is independent of $Y$ given W) |
| $P\left({A\mid B}\right)$ | 조건부확률(the conditional probability) |
| $\theta$ | 매개변수 위에 모자는 추정(placing a hat, or caret, over a true parameter denotes an estimator of it, an estimator for) |
| $\bar x$ | 일련의 값 $x_1$, $x_2$, …, $x_n$의 산술 평균은 “$x$ 바”로 발음(the arithmetic mean of a series of values $x_1$, $x_2$, …, $x_n$ pronounced “x bar”) |
| $\bar X$ | 표본평균(the sample mean) |
| $S^2$ | 표본분산(the sample variance) |
| $S$ | 표본표준편차(the sample standard deviation) |
| $r$ | 표본상관계수(the sample correlation coefficient) |
| $\mu$ | 모평균(the population mean μ) |
| $\sigma_2$ | 모분산(the population variance) |
| $\sigma$ | 모표준편차(the population standard deviation) |
| $\rho$ | 모상관계수(the population correlation) |
| $x(1)$ | 표본최소값(the sample minimum) |
| $x(n)$ | 표본크기 $n$에서 표본최대값(the sample maximum from a total sample size n) |
| $F$ | 누적분포함수(cumulative distribution function) |
| $z(\alpha)$ | 표준정규분포(the standard normal distribution)
여기서, $\alpha$는 유의수준 |
| $t_{\nu;\alpha}$ | 자유도가 $\nu$ 인 t분포(t-distribution with $\nu$ degrees of freedom)
여기서, $\alpha$는 유의수준 |
| $\chi^2(\nu;\alpha)$ | 자유도가 $\nu$인 카이 제곱 분포(the chi-squared distribution with $\nu$ degrees of freedom)
여기서, $\alpha$는 유의수준 |
| $F_{(\nu_1,\nu_2;\alpha)}$ | 자유도가 $\nu_1$ 및 $\nu_2$인 F 분포(the F-distribution with $\nu_1$ and $\nu_2$ degrees of freedom)
여기서, $\alpha$는 유의수준 |