Table Of Contents
Glossary of Symbols - DRAFT VERSION
cov covariance, = sxy
e error term in regression
E( ) expected value, = m
L( ) likelihood function
MLE maximum likelihood estimate
n sample size
N population size
OLS ordinary least squares
p(x) probability distribution
p(x,y) joint probability distribution
P sample proportion
Pr(E/F) conditional probability
r simple correlation
s standard deviation
s2 variance of sample, or residual variance
SE standard error
SS sum of squares(variation)
var variance, = s2
X random variable, or regressor in original form
x realized value of X, or regressor in deviation form
sample mean
sample median
Y response in regression
fitted value of Y
Z standard normal variable
is proportional to
equals, by definition
approximately equals
> greater than
a probability of type I error, or population regression intercept
b probability of type II error, or population regression slope
D population mean difference
q any population parameter
m population mean
p population proportion
r population correlation
s2 population variance
sXY population covariance
S sum of
d partial derivative
P product