Statistical Inference for EveryoneXYZ Homework Edition

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14.2 Some Math Notation

Variables

A set of values, labeled with subscripts...

x 1 = 1 x 2 = 5 x 3 = 3 x 4 = 2 x 5 = 8 \begin{eqnarray*} x_{1}&=&1 \\ x_{2}&=&5 \\ x_{3}&=&-3 \\ x_{4}&=&2 \\ x_{5}&=&8 \end{eqnarray*}

referred collectively as xix_{i}.

Sums

x 1 + x 2 + x 3 + x 4 + x 5 = 1 + 5 + ( 3 ) + 2 + 8 = 13 \begin{eqnarray*} x_{1}+x_{2}+x_{3}+x_{4}+x_{5} = 1+5+(-3)+2+8 = 13 \end{eqnarray*}

is equivalent to

i = 1 5 x i = 1 + 5 + ( 3 ) + 2 + 8 = 13 \begin{eqnarray*} \sum_{i=1}^{5} x_{i} = 1+5+(-3)+2+8 = 13 \end{eqnarray*}

Products

x 1 · x 2 · x 3 · x 4 · x 5 = 1 · 5 · ( 3 ) · 2 · 8 = 240 \begin{eqnarray*} x_{1}\cdot x_{2}\cdot x_{3}\cdot x_{4}\cdot x_{5} = 1\cdot 5\cdot (-3)\cdot 2\cdot 8 = -240 \end{eqnarray*}

is equivalent to

i = 1 5 x i = 1 · 5 · ( 3 ) · 2 · 8 = 240 \begin{eqnarray*} \prod_{i=1}^{5} x_{i} = 1\cdot 5\cdot (-3)\cdot 2\cdot 8 = -240 \end{eqnarray*}

Sample Mean

The sample mean of a set of numbers is defined as...

x ¯ x 1 + x 2 + x N N \begin{eqnarray*} \bar{x} \equiv \frac{x_{1}+x_{2}+\cdots x_{N}}{N} \end{eqnarray*}

In the example above

x ¯ x 1 + x 2 + x 3 + x 4 + x 5 5 = 2 3 5 \begin{eqnarray*} \bar{x} \equiv \frac{x_{1}+x_{2}+x_{3}+x_{4}+x_{5}}{5} = 2\frac{3}{5} \end{eqnarray*}

It can also be written

x ¯ i = 1 N x i N \begin{eqnarray*} \bar{x} \equiv \frac{\sum_{i=1}^{N} x_{i}}{N} \end{eqnarray*}

or

x ¯ i x i N \begin{eqnarray*} \bar{x} \equiv \frac{\sum_{i} x_{i}}{N} \end{eqnarray*}

Sample Standard Deviation

s 2 1 N 1 i = 1 N ( x x ¯ ) 2 \begin{eqnarray*} s^{2}\equiv \frac{1}{N-1} \sum_{i=1}^{N} (x-\bar{x})^{2} \end{eqnarray*}

s 1 N 1 i = 1 N ( x x ¯ ) 2 \begin{eqnarray*} s\equiv \sqrt{\frac{1}{N-1} \sum_{i=1}^{N} (x-\bar{x})^{2}} \end{eqnarray*}

Estimates

Any specific estimate of a parameter, such as θ\theta, is denoted with a hat, such as θ^\hat{\theta}.

Factorials

Factorials are defined as

N ! = 1 · 2 · 3 ( N 1 ) · N \begin{eqnarray*} N! = 1 \cdot 2 \cdot 3 \cdots (N-1) \cdot N \end{eqnarray*}

for example

5 ! = 1 · 2 · 3 · 4 · 5 = 120 \begin{eqnarray*} 5! = 1 \cdot 2 \cdot 3\cdot 4 \cdot 5 = 120 \end{eqnarray*}

The N-choose-k notation is a shorthand for the factorials that arise in binomial and Beta distributions.

( N k ) N ! k ! ( N k ) ! \begin{eqnarray*} \binom{N}{k} \equiv \frac{N!}{k!(N-k)!} \end{eqnarray*}

Adapted from Statistical Inference for Everyone, by Brian Blais (Bryant University), licensed under CC BY-SA 4.0 (dual-licensed under the GNU FDL 1.2 or later; this adaptation uses the CC BY-SA grant). Changes were made; this adaptation is distributed under the same license. License: CC-BY-SA-4.0.

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