A Course on Statistics for Finance

Appendix D

Abbreviations and Symbols

D.1 Abbreviations

D.1.1 Statistics

c.d.f.	Cumulative distribution function
d.f.	Degrees of freedom
EM	Expectation-Maximization (algorithm)
HMM	Hidden Markov model
i.i.d.	Independent and identically distributed (random variables)
m.e.	Margin of error
p.d.f.	Probability density function
p.m.f.	Probability mass function
r.v.	Random variable
r.vec.	Random vector
SD	Standard deviation
SE	Standard error

D.1.2 General

AAAS	American Association for the Advancement of Science
ASA	American Statistical Association
IEEE	Institute of Electrical and Electronics Engineers
iff.	if and only if

D.1.3 Finance

CAPM	Capital Asset Pricing Model
DJIA	Dow Jones ...