Glossary of probability and statistics terms

Absolutely continuous random variable

Absolutely continuous random vector

Adjusted sample variance

Almost sure

Almost surely

Alternative hypothesis

a.s.

Binomial coefficient

cdf

Chebyshev's inequality

Conditional probability density

Conditional probability density function

Conditional probability mass

Conditional probability mass function

Continuous random variable

Continuous random vector

Convergence criterion

Convolutions

Countable additivity

Covariance formula

Covariance stationary

Cross-covariance matrix

Cumulative distribution function

Discrete random variable

Discrete random vector

Distribution function

Estimate

Estimator

Factorial

IID sequence

Indicator random variable

Jensen's inequality

Joint cdf

Joint cumulative distribution function

Joint distribution

Joint distribution function

Joint pdf

Joint pmf

Joint probability density function

Jointly independent

Joint probability mass

Joint probability mass function

LLN

Markov's inequality

Mean

Mean squared error

mgf

Marginal probability density function

Marginal probability mass function

Moment

Moment generating function

Moment generating function of a sum

Multinomial coefficient

Mutually independent

Mutually independent random vectors

Null hypothesis

Parameter

Parameter space

pdf

pmf

Probability density

Probability density function

Probability mass

Probability mass function

Random variable

Random vector

Sample mean

Sample point

Sample size

Sample space

Sample variance

Sigma additivity

SLLN

Standard deviation

Stationary sequence

Strong Law of Large Numbers

Support of a random variable

Test statistic

Transformation theorem

Type I error

Type II error

Unadjusted sample variance

Variance formula

Variance of a sum

Weak Law of Large Numbers

WLLN