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The following is a glossary of terms used in the mathematical sciences statistics and probability.

## A

## B

## C

^{[1]}

^{[1]}

*X*and

*Y*, the conditional probability distribution of

*Y*given

*X*(written "

*Y*|

*X*") is the probability distribution of

*Y*when

*X*is known to be a particular value

*A*|

*B*), and is read "the probability of

*A*, given

*B*"

^{[2]}For example, based on a study of sleep habits among 100 people, a researcher may estimate that the overall population sleeps somewhere between 5 and 9 hours per night. This is different from the sample mean, which can be measured directly.

^{[2]}

*X*and

*Y*, with expected values and , covariance is defined as the expected value of random variable , and is written . It is used for measuring correlation

## D

*data points*

## E

*X*is typically written E(X) for the operator and (mu) for the parameter

## F

## G

## H

## I

## J

*X*and

*Y*, the joint distribution of

*X*and

*Y*is the probability distribution of X and Y together

*A*and

*B*is written or

## K

## L

## M

*X*and

*Y*, the marginal distribution of

*X*is simply the probability distribution of

*X*ignoring information about

*Y*

*A*is written

*P*(

*A*). Contrast with conditional probability

## N

^{[3]}For example, if one wanted to test whether light has an effect on sleep, the null hypothesis would be that there is no effect. It is often symbolized as H

_{0}.

## O

## P

## Q

## R

^{[1]}

## S

## T

^{[1]}

*n*coin tosses, say 17. In this case, one toss can be called a trial to avoid confusion, since the whole experiment is composed of 17 ones.

## U

^{[1]}

## V

*X*is typically designated as , , or simply

## W

## X

## Y

## Z

## See also

- Notation in probability and statistics
- Probability axioms
- Glossary of experimental design
- List of statistical topics
- List of probability topics
- Glossary of areas of mathematics
- Glossary of calculus

## References

- ^
^{a}^{b}^{c}^{d}^{e}Reiter, Jerome (January 24, 2000). "Using Statistics to Determine Causal Relationships".*American Mathematical Monthly*.**107**(1): 24–32. doi:10.2307/2589374. JSTOR 2589374. - ^
^{a}^{b}Pav Kalinowski. Understanding Confidence Intervals (CIs) and Effect Size Estimation. Association for Psychological Science Observer April 10, 2010. http://www.psychologicalscience.org/index.php/publications/observer/2010/april-10/understanding-confidence-intervals-cis-and-effect-size-estimation.html **^**Moore, David; McCabe, George (2003).*Introduction to the Practice of Statistics*(4 ed.). New York: W.H. Freeman and Co. p. 438. ISBN 9780716796572.

## External links

- "A Glossary of DOE Terminology",
*NIST/SEMATECH e-Handbook of Statistical Methods*, NIST, retrieved 28 February 2009 *Statistical glossary*, statistics.com, retrieved 28 February 2009- Probability and Statistics on the Earliest Uses Pages (Univ. of Southampton)