Summary table of probability terms

Summary table of probability terms

Table

Term	Symbol	Type	Notes
Reals	$\mathbf {R}$
Sample space	$\Omega$
Outcome	$\omega$	$\Omega$
Events	${\mathcal {F}}$
Probability measure	$\mathbf {P}$ or $\Pr$
Distribution	$\mu$ or ${\mathcal {D}}$ or $D$	${\mathcal {B}}\to \mathbf {R}$
Cumulative distribution function	$F_{X}$
Density function	$f_{X}$
Random variable	$X$
Expectation	$\mathbf {E}$ or $\mathrm {E}$

See also

• Comparison of machine learning textbooks