Statistics Quest

Notation and symbols

The symbols used throughout Statistics Quest: Greek letters for population parameters, Latin letters for sample statistics, hats for estimates, bars for averages and Σ for sums.

∑i=1nxi=x1+x2+⋯+xn\sum_{i=1}^{n} x_i = x_1 + x_2 + \cdots + x_n
Summation notation.
∑\sum
Capital sigma: add up the terms that follow.
ii
The index; it runs from the lower limit (1) to the upper limit (nn).
xix_i
The ii-th observation.
nn
The sample size (number of observations).

When to use

Use this page to decode a formula. The same quantity is written with a different symbol depending on whether it describes the whole population (a fixed, usually unknown parameter) or a sample (a statistic you can compute and which varies from sample to sample).

QuantityPopulation parameterSample statistic
SizeNNnn
Meanμ\mu (mu)xˉ\xbar (x-bar)
Standard deviationσ\sigma (sigma)ss
Varianceσ2\sigma^2s2s^2
Proportionpp (some books use π\pi)p^\phat (p-hat)
Correlationρ\rho (rho)rr
Regression slopeβ1\beta_1b1b_1 or β^1\hat\beta_1

Other conventions:

  • A hat marks an estimate of a parameter or a predicted value: σ^\hat\sigma, y^\hat y.
  • A bar marks an average: xˉ\xbar, yˉ\ybar, dˉ\bar d (mean difference), Rˉ\bar R (mean range).
  • E⁡(X)\E(X), Var⁡(X)\Var(X), SD⁡(X)\SD(X): expected value, variance and standard deviation of a random variable; SE⁡\SE: standard error (the SD of a statistic across samples).
  • P(A∣B)P(A \given B): probability of AA given BB. Cov⁡\Cov, Corr⁡\Corr: covariance and correlation.
  • H0H_0, H1H_1: null and alternative hypotheses; α\alpha: significance level; β\beta: Type II error rate (in testing) or a regression coefficient (in models) — context decides.
  • zqz_{q}, tq, dft_{q,\,df}, χq, df2\chi^2_{q,\,df}, Fq; d1,d2F_{q;\,d_1,d_2}: the qq-quantile of the named distribution; e.g. z0.975≈1.96z_{0.975} \approx 1.96.
  • Subscripts (i)(i) in parentheses mean sorted order: x(1)x_{(1)} is the minimum.

How to interpret

Ask "parameter or statistic?" first. A sentence such as "μ=30\mu = 30" is a claim about the population; "xˉ=31.2\xbar = 31.2" is a fact about your sample.

Common mistakes

  • Writing hypotheses about statistics (H0:xˉ=30H_0: \xbar = 30) instead of parameters (H0:μ=30H_0: \mu = 30).
  • Mixing up ss (sample SD, divisor n−1n - 1) and σ\sigma (population SD).
  • Confusing the standard deviation of the data with the standard error of the mean.

Example

Data 3, 5, 10: n=3n = 3, ∑xi=18\sum x_i = 18, xˉ=18/3=6\xbar = 18/3 = 6. The sample mean xˉ=6\xbar = 6 is a statistic estimating the unknown population mean μ\mu.