Glossary

E(X) expected value (mean)
Var(X) variance
Bin(n, p) binomial distribution with n trials and success probability p
Poiss(λ) Poisson distribution
NB(p, r) negative binomial distribution
N(μ, σ2) normal (Gaussian) distribution with mean μ and variance σ2
T(η) (Student) t-distribution with η degrees of freedom
Gamma(z) gamma function
Gamma(α, λ) gamma distribution with shape α and rate λ
Beta(α, β) beta distribution
Cov(X, Y) covariance
ρ(X, Y) correlation
MN(μ, Σ) multivariate normal distribution
L(x; θ) likelihood function with data x and parameter θ
Λ(x) likelihood ratio
PG(1, r) polygamma function order r
XF random variable X has distribution F
proportional
less or equal in sense of a special natural ordering

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