Notation in

probability and
statistics

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, x1, x2, …,
xn could be a sample corresponding to
the random variable X. A cumulative
probability is formally written
to differentiate the random
variable from its 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
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)
Probability density functions (pdfs) and
probability mass functions are denoted
by lowercase letters, e.g. , or
.
Cumulative distribution functions (cdfs)
are denoted by uppercase letters, e.g.
, or .
Survival functions or complementary
cumulative distribution functions are
often denoted by placing an overbar
over the symbol for the cumulative:
, or denoted as
,
In particular, the pdf of the standard
normal distribution is denoted by φ(z),
and its cdf by Φ(z).
Some common operators:
E[X] : expected value of X
var[X] : variance of X
cov[X, 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 conditional probability, is

the probability of given , i.e., after
is observed.

Statistics
Greek letters (e.g. θ, β) are commonly
used to denote unknown parameters
(population parameters).
A tilde (~) denotes "has the probability
distribution of".
Placing a hat, or caret, over a true
parameter denotes an estimator of it,
e.g., is an estimator for .
The arithmetic mean of a series of
values x1, x2, ..., xn is often denoted by
placing an "overbar" over the symbol,
e.g. , pronounced "x bar".
Some commonly used symbols for
sample statistics are given below:
the sample mean ,
the sample variance s2,
the sample standard deviation s,
the sample correlation coefficient r,
the sample cumulants kr.
Some commonly used symbols for
population parameters are given below:
the population mean μ,
the population variance σ2,
 the population standard deviation σ,
the population correlation ρ,
the population cumulants κr,
is used for the order statistic,
where is the sample minimum and
is the sample maximum from a
total sample size n.

Critical values
The α-level upper critical value of a
probability distribution is the value
exceeded with probability α, that is, the
value xα such that F(xα) = 1 − α where F is
the cumulative distribution function. There
are standard notations for the upper
critical values of some commonly used
distributions in statistics:

zα or z(α) for the standard normal

distribution
tα,ν or t(α,ν) for the t-distribution with ν
degrees of freedom
or for the chi-squared
distribution with ν degrees of freedom
or F(α,ν1,ν2) for the F-
distribution with ν1 and ν2 degrees of
freedom

Linear algebra
Matrices are usually denoted by
boldface capital letters, e.g. A.
 Column vectors are usually denoted by
boldface lowercase letters, e.g. x.
The transpose operator is denoted by
either a superscript T (e.g. AT) or a
prime symbol (e.g. A′).
A row vector is written as the transpose
of a column vector, e.g. xT or x′.

Abbreviations
Common abbreviations include:

a.e. almost everywhere

a.s. almost surely
cdf cumulative distribution function
cmf cumulative mass function
df degrees of freedom (also )
i.i.d. independent and identically
distributed
pdf probability density function
pmf probability mass function
r.v. random variable
w.p. with probability; wp1 with
probability 1
i.o. infinitely often, i.e.

ult. ultimately, i.e.

See also
Glossary of probability and statistics
Combinations and permutations
Typographical conventions in
mathematical formulae
History of mathematical notation

References
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 ,
JSTOR 2681417
External links
Earliest Uses of Symbols in Probability
and Statistics , maintained by Jeff
Miller.

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