Page 18 - Applied Statistics Using SPSS, STATISTICA, MATLAB and R

Symbols and Abbreviations xxi

|A| determinant of matrix A
tr(A) trace of A (sum of the diagonal elements)
I unit matrix

λ i eigenvalue i

Probabilities and Distributions
X random variable (with value denoted by the same lower case letter, x)
P(A) probability of event A
P(A|B) probability of event A conditioned on B having occurred

P(x) discrete probability of random vector x
P(ω i|x) discrete conditional probability of ω i given x
f(x) probability density function f evaluated at x
f(x |ω i) conditional probability density function f evaluated at x given ω i
X ~ f X has probability density function f

X ~ F X has probability distribution function (is distributed as) F
Pe probability of misclassification (error)
Pc probability of correct classification
df degrees of freedom
x df,α α-percentile of X distributed with df degrees of freedom

b n,p binomial probability for n trials and probability p of success
B n,p binomial distribution for n trials and probability p of success
u uniform probability or density function
U uniform distribution
g p geometric probability (Bernoulli trial with probability p)
G p geometric distribution (Bernoulli trial with probability p)

h N,D,n hypergeometric probability (sample of n out of N with D items)
hypergeometric distribution (sample of n out of N with D items)
H N,D,n
p λ Poisson probability with event rate λ
P λ Poisson distribution with event rate λ
n µ,σ normal density with mean µ and standard deviation σ