Summary table of probability terms: Difference between revisions

Revision as of 06:37, 1 January 2018

Summary table of probability terms

Term	Symbol	Type
Reals	$R$
Sample space	$Ω$
Outcome	$ω$	$Ω$
Events	$F$
Probability measure	$P$ or $Pr$
Distribution	$μ$ or $D$ or $D$	$B \to R$
Cumulative distribution function	$F_{X}$
Density function	$f_{X}$
Random variable	$X$	$Ω \to R$
Indicator of $A$	$1_{A}$	$Ω \to {0, 1}$
Expectation	$E$ or $E$

@@ Line 22: / Line 22: @@
 | Density function || <math>f_X</math> || ||
 |-
-| Random variable || <math>X</math> || ||
+| Random variable || <math>X</math> || <math>\Omega \to \mathbf R</math> ||
+|-
+| Indicator of <math>A</math> || <math>1_A</math> || <math>\Omega \to \{0,1\}</math> ||
 |-
 | Expectation || <math>\mathbf E</math> or <math>\mathrm E</math> || ||