| Notation |
Meaning |
| $E$ |
Capital letters can denote events |
| $A$ |
Sometimes they denote sets |
| $|E| $ |
Size of an event or set |
| $E^C$ |
Complement of an event or set |
| $EF$ |
And of events (aka intersection) |
| $ E \and F$ |
And of events (aka intersection) |
| $ E \cap F$ |
And of events (aka intersection) |
| $ E \or F$ |
Or of events (aka union) |
| $ E \cup F$ |
Or of events (aka union) |
| $\text{count}(E)$ |
The number of times that $E$ occurs |
| $\p(E)$ |
The probability of an event $E$ |
| $\p(E|F)$ |
The conditional probability of an event $E$ given $F$ |
| $\p(E,F)$ |
The probability of event $E$ and $F$ |
| $\p(E|F,G)$ |
The conditional probability of an event $E$ given both $F$ and $G$ |
| $n!$ |
$n$ factorial |
| ${n \choose k}$ |
Binomial coefficient |
| ${n \choose {r_1,r_2,r_3} }$ |
Multinomial coefficient |
| Notation |
Meaning |
| $x$ |
Lower case letters denote regular variables |
| $X$ |
Capital letters are used to denote random variables |
| $K$ |
Capital $K$ is reserved for constants |
| $\E[X]$ |
Expectation of $X$ |
| $\Var(X)$ |
Variance of $X$ |
| $\p(X=x)$ |
Probability mass function (PMF) of $X$, evaluated at $x$ |
| $\p(x)$ |
Probability mass function (PMF) of $X$, evaluated at $x$ |
| $f(X=x)$ |
Probability density function (PDF) of $X$, evaluated at $x$ |
| $f(x)$ |
Probability density function (PDF) of $X$, evaluated at $x$ |
| $f(X=x,Y=y)$ |
Joint probability density |
| $f(X=x|Y=y)$ |
Conditional probability density |
| $F_X(x)$ or $F(x)$ |
Cumulative distribution function (CDF) of $X$ |
| IID |
Independent and Identically Distributed |