Page 20 - Applied Statistics Using SPSS, STATISTICA, MATLAB and R

Symbols and Abbreviations xxiii

Σ covariance matrix
x arithmetic mean
v sample variance
s sample standard deviation
x α α-quantile of X ( F X (x α ) = α )

med(X) median of X (same as x 0.5)
S sample covariance matrix
α significance level (1−α is the confidence level)

x α α-percentile of X
ε tolerance

Abbreviations

FNR False Negative Ratio
FPR False Positive Ratio
iff if an only if
i.i.d. independent and identically distributed
IRQ inter-quartile range

pdf probability density function
LSE Least Square Error
ML Maximum Likelihood
MSE Mean Square Error
PDF probability distribution function
RMS Root Mean Square Error

r.v. Random variable
ROC Receiver Operating Characteristic
SSB Between-group Sum of Squares
SSE Error Sum of Squares

SSLF Lack of Fit Sum of Squares
SSPE Pure Error Sum of Squares
SSR Regression Sum of Squares