Summary table of probability terms

Summary table of probability terms

Table

Term	Symbol	Type	Notes
Sample space	$\mathrm{\Omega }$
Outcome	$\omega$	$\mathrm{\Omega }$
Events	$\mathcal{F}$
Probability measure
Distribution
Cumulative distribution function
Density function
Random variable
Expectation

See also

• Comparison of machine learning textbooks