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 |
X ∼ F | random variable X has distribution F |
∝ | proportional |
⪯ | less or equal in sense of a special natural ordering |
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