maths.Statistical Symbols Flashcards

1
Q

P(A)

A

probability function.

P(A)
👉  probability of event A 
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2
Q

P(A ∩ B)

A

probability of events intersection.

P(A ∩ B)
👉 probability that of events A and B    
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3
Q

P(A ∪ B)

A

probability of events union.

P(A ∪ B)
probability that of events A or B.
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4
Q

P(A | B)

A

conditional probability function.

P(A | B)
probability of event A if event B occured.
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5
Q

f(x)

A

probability density function (pdf) — defines the relationship between a random variable and its probability.

P(a ≤ x ≤ b) = ∫ f (x) dx
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6
Q

F(x)

A

cumulative distribution function(cdf) — gives the probability that the random variable X is less than or equal to x

F(x) = P(X≤ x)  
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7
Q

μ

A

population mean (average).

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8
Q

E(X)

A

expected value of random variable X - означающее среднее значение случайной величины. В случае непрерывной случайной величины подразумевается взвешивание по плотности распределения.

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9
Q

E(X | Y)

A

conditional expectation - expected value of random variable X given Y.

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10
Q

var(X)

A

variance of random variable X.

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11
Q

σ2

A

variance of population values.

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12
Q

σ

A

standard deviation.

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13
Q

std(X)

A

standard deviation of random variable X.

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14
Q

x̄(median)

A

middle value of random variable x

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15
Q

cov(X,Y)

A

covariance(мера зависимости двух случайных величин) of random variables X and Y

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16
Q

corr(X,Y)

A

correlation of random variables X and Y

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17
Q

ρX,Y

A

correlation of random variables X and Y

18
Q

A

summation of all values in range of series

19
Q

Mo

A

mode. Value that occurs most frequently in population.

20
Q

MR

A

mid-range

MR = (xmax + xmin) / 2
21
Q

Md

A

sample median. Half the population is below this value

22
Q

Q1

A

lower / first quartile. 25% of population are below this value.

23
Q

Q2

A

median / second quartile. 50% of popul are below this value=median of sampl

24
Q

A

sample mean. Average / arithmetic mean

25
Q

s2

A

sample variance. Population samples variance estimator.

26
Q

s

A

sample standard deviation. Population samples standard deviation estimator

27
Q

zx

A

standard score.

zx = (x-x) / sx 
28
Q

X~

A

distribution of random variable X 👉 X ~ N(0,3). Describes how values are distributed for a field, shows which values are common and uncommon.

29
Q

N(μ,σ2)

A

normal distribution or gaussian distribution

X ~ N(0,3)
30
Q

U(a,b)

A

Uniform distribution — simplest probability distribution, very useful in modeling random variables. The uniform distribution is a continuous probability distribution and is concerned with events that are equally likely to occur.

31
Q

exp(λ)

A

Exponential distribution — continuous probability distribution that often concerns the amount of time until some specific event happens. It is a process in which events happen continuously and independently at a constant average rate.

f (x) = λe-λx , x≥0
32
Q

β(Beta)

A

The probability of Type II error(false negative) in a statistical hypothesis test.

33
Q

gamma(c, λ)

A

Gamma distribution is a kind of statistical distributions which is related to the beta distribution. This distribution arises naturally in which the waiting time between Poisson distributed events are relevant to each other.

34
Q

F(k1, k2)

A

F distribution

35
Q

Bin(n,p)

A

Биномиа́льное распределе́ние с параметрами n и p в теории вероятностей — распределение количества «успехов» в последовательности из n независимых случайных экспериментов, таких, что вероятность «успеха» в каждом из них постоянна и равна p.

f (k) = nCk pk(1-p)n-k
36
Q

Poisson(λ)

A

The Poisson distribution is a discrete distribution that measures the probability of a given number of events happening in a specified time period.

f (k) = λke-λ / k!
37
Q

Geom(p)

A

geometric distribution is defined as a discrete probability distribution of a random variable “x” which satisfies some of the conditions and has a series of trials. Each trial has only two possible outcomes – either success or failure.

f (k) =  p(1-p) k
38
Q

n!

A

factorial

n! = 1⋅2⋅3⋅...⋅n 👉 5! = 1⋅2⋅3⋅4⋅5 = 120
39
Q

n!

A

factorial

n! = 1⋅2⋅3⋅...⋅n 👉 5! = 1⋅2⋅3⋅4⋅5 = 120
40
Q

nPk

A

permutation

5P3 = 5! / (5-3)! = 60