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Computational Statistics Notation

The document provides an index of notation for statistical and computational concepts. It includes single letters, other symbols, Greek symbols, acronyms and their corresponding meanings.

Uploaded by

Louiza Sophocleous
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© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
40 views

Computational Statistics Notation

The document provides an index of notation for statistical and computational concepts. It includes single letters, other symbols, Greek symbols, acronyms and their corresponding meanings.

Uploaded by

Louiza Sophocleous
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Appendix B

Index of Notation
Single Le Let ters
Bk d h H0 H1 Mr n p qp S T T
( i ) 2

Histogram bin Dimensionality Bin width or smoothing parameter Null hypothesis Alternative hypothesis Sample central moment Sample size Probability Quantile Sample variance Statistic Jackknife replicate Uniform (0,1) random variable A random variable Order statistic Sample mean

U X X (i) X

* x* = (x* 1, , x n ) Bootstrap sample

Standard normal random variable

Other Other
E[X] f(x ) Expected value of X Probability mass or density function

2002 by Chapman & Hall/CRC

526 F (x ) f ( x, y ) G (w ) K(d ) K(t) L (d ) L ( ;x 1, , x n ) LR (x ) P(E) P(E F) P ( x j ) P ( j ) P ( j x ) q ( . Xt ) R(f) V (X )

Computational Statistics Handbook with MATLAB Cumulative distribution function Nearest neighbor point-event cdf Joint probability (mass) function Nearest neighbor event-event cdf K-function Kernel L-function Likelihood function Likelihood ratio Probability of event E Conditional probability Class-conditional probability Prior probability Posterior probability Proposal distribution - MCMC Roughness Variance of X

Gree Greek Symbols Symbols


( t) ( t ) ( X t, Y )
i

Probability of Type I error Probability of Type II error Projection vector - grand tour Projection vector - grand tour Acceptance probability - MCMC Residuals Bootstrap replicate Intensity r-th central moment Mean Histogram bin heights Target distribution - MCMC

*b ( s) r k ( x )

2002 by Chapman & Hall/CRC

Appendix B: Index of Notation xy ( x ; , ) j


2 2

527

Correlation coefficient Variance Covariance matrix Standard normal probability density function Standard normal cdf Stationary distribution - MCMC Class j

Acronyms Acronyms
cdf CSR EDA IQR ISE MCMC MIAE MISE MSE pdf PE RSE SE Cumulative distribution function Complete spatial randomness Exploratory data analysis Interquartile range Integrated squared error Markov chain Monte Carlo Mean integrated absolute error Mean integrated squared error Mean squared error Probability density function Prediction error Residual squared error Standard error

2002 by Chapman & Hall/CRC

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