Notation

The notation of probability within statistics draws heavily from set notation in general mathematics. The notation is also similar to function notation.

• P(A) - the probability (P) that event A will occur
• P(A|B) - the conditional probability that event A will occur if event B has occurred. You may also see conditional probability notated as P(A:B).
• P(A$'$) - the probability of the complement of event A. This is the probability that event A does not occur.
• P(A $\cap$ B) - the probability of the intersection of events A and B. This is the probability that two independent events occur. The intersection is an AND relationship. You may also see joint probability (intersection) written as P(A & B). (I prefer this former notation).
• P(A $\cup$ B) - the probability of the union of events A and B. This is the probability that either A or B will occur. The union is an or relationship.
• E(X) is the expected value of a random variable X.
• $_{n}P_{r}$ - refers to the number of permutations of $n$ things taken $r$ at a time. (Described fully in the permutation module.)
• $_{n}P_{r}$ - refers to the number of combinations of $n$ things taken $r$ at a time. (Described fully in the combinations module.)