E(X) |
expected value (mean) |
Var(X) |
variance |
Bin(n, p) |
binomial distribution with n trials and success probability p |
Poiss(λ) |
Poisson distribution |
NB(p, r) |
negative binomial distribution |
N(μ, σ2) |
normal (Gaussian) distribution with mean μ and variance σ2 |
T(η) |
(Student) t-distribution with η degrees of freedom |
Gamma(z) |
gamma function |
Gamma(α, λ) |
gamma distribution with shape α and rate λ |
Beta(α, β) |
beta distribution |
Cov(X, Y) |
covariance |
ρ(X, Y) |
correlation |
MN(μ, Σ) |
multivariate normal distribution |
L(x; θ) |
likelihood function with data x and parameter θ |
Λ(x) |
likelihood ratio |
PG(1, r) |
polygamma function order r |
X ∼ F |
random variable X has distribution F |
∝ |
proportional |
⪯ |
less or equal in sense of a special natural ordering |
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