Notation in Probability and Statistics - Linear Algebra

Linear Algebra

• Matrices are usually denoted by boldface capital letters, e.g. A.
• Column vectors are usually denoted by boldface lower case letters, e.g. x.
• The transpose operator is denoted by either a superscript T (e.g. AT) or a prime symbol (e.g. A′).
• A row vector is written as the transpose of a column vector, e.g. xT or x′.