Notation in Probability and Statistics - Abbreviations

Abbreviations

Common abbreviations include:

  • a.e. almost everywhere
  • a.s. almost surely
  • cdf cumulative distribution function
  • cmf cumulative mass function
  • df degrees of freedom (also )
  • i.i.d. independent and identically distributed
  • pdf probability density function
  • pmf probability mass function
  • r.v. random variable
  • w.p. with probability; wp1 with probability 1

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