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\(N(\mu,\sigma^2)\)
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Normal distribution with mean \(\mu\) and variance \(\sigma^2\).
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p.d.f.
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Probability density function.
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CDF
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Cumulative distribution function.
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\(z_p\)
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\(p^{th}\) quantile of the \(N(0,1)\) distribution.
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\(\Phi(\cdot)\)
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The CDF of the \(N(0,1)\).
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\(\phi(\cdot)\)
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The density function of the \(N(0,1)\).
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\(\chi^2_n\)
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Chi-squared distribution on \(n\) degrees of freedom.
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\(t_n\)
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Student’s t distribution on \(n\) degrees of freedom.
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\(F_{m,n}\)
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F distribution with numerator degrees of freedom \(m\) and denominator degrees of freedom \(n\).
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i.i.d.
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Independent and identically distributed.
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\(E(X)\)
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Expected value of \(X\).
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\(Var(X)\)
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Variance of \(X\).
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\(se(\hat \beta)\)
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Standard error of \(\hat \beta\)
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\((m_1,m_2)^{\prime}\)
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Transpose of \((m_1,m_2)\).
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\(S_x\)
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Sample standard deviation of \(x=(x_1,\ldots,x_n)\).
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FWER
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Family wise error rate.
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\(F_{a,b}(\delta)\)
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Non-central \(F\) distribution with numerator and denominator degrees of freedom \(a,b\) and non-centrality parameter \(\delta\).
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