Dictionary of Statistical Notation

ymbol Reference
∼ has the same distribution as
| conditional, e.g. A occurs given that B occurs
B(n, p) binomial distribution with parameters n and p
Cov(X, Y) covariance of the random variables X and Y
E(X) expected value of the random variable X
F cumulative distribution function
f probability density function
G probability-generating function
G2 likelihood-ratio goodness-of-fit statistic
H0, H1 null and alternative hypotheses
M moment-generating function
N(μ, σ2) normal distribution (mean μ, variance σ2)
n sample size
P probability (of an event)
p probability value
r product-moment correlation coefficient; residual
s2 sample variance given by
Σj(xj−x̄)2/(n−1).
Var(X) variance of the random variable X
X, Y random variables
X2 chi-squared test statistic
x an observation
x̄ sample mean
x(j) an ordered observation, e.g. x(1)≤x(2)≤...
x̄-j, x̂-j values calculated omitting observation j
ŷ an estimate of y
Z random variable (often standard normal random variable)

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http://www.qual.auckland.ac.nz/