Probability and statistics symbols tableSymbolSymbol NameMeaning / definitionP(A)probability functionprobability of event AP(A∩B)probability of events intersectionprobability that of events A andBP(A∪B)probability of events unionprobability that of events A or BP(A|B)conditional probability functionprobability of event A givenevent B occuredf(x)probability density function (pdf)P(a≤x≤b) =∫ f(x)dxF(x)cumulative distribution function(cdf)F(x) =P(X≤x)μpopulation meanmean of population valuesE(X)expectation valueexpected value of randomvariable XE(X | Y)conditional expectationexpected value of randomvariable X given Yvar(X)variancevariance of random variable Xσ2variancevariance of population valuesstd(X)standard deviationstandard deviation of randomvariable XσXstandard deviationstandard deviation value of
