- - an event
- - probability of .
- - joint probability of
- - conditional probability, where is conditioned on .
- - random variable
- - probability mass function
- - probability density function
- - cumulative distribution function
- - probability distribution of .
- - indicator function acting on set
- - random variable is distributed / sampled according to
- - quantile of
- - expected value / mean of a random variable.
- - expected value where each is sampled using the probability distribution
- - variance
- - standard deviation
- - coefficient of variation
- - covariance between and
- - precision
- - covariance matrix
- - precision matrix
- - (Pearson) correlation between and