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Examples and Problems in Mathematical Statistics by Shelemyahu Zacks

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List of Abbreviations

a.s. Almost surely
ANOVA Analysis of variance
c.d.f. Cumulative distribution function
cov(x,y) Covariance of X and Y
CI Confidence interval
CLT Central limit theorem
CP Coverage probability
CR Cramer Rao regularity conditions
E {X| Y} Conditional expected value of X, given Y
E {X} Expected value of X
FIM Fisher information matrix
i.i.d. Independent identically distributed
LBUE Linear best unbiased estimate
LCL Lower confidence limit
m.g.f. Moment generating function
m.s.s. Minimal sufficient statistics
MEE Moments equations estimator
MLE Maximum likelihood estimator
MLR Monotone likelihood ratio
MP Most powerful
MSE Mean squared error
MVU Minimum variance unbiased
OC Operating characteristic
p.d.f. Probability density function
p.g.f. Probability generating function
P {E| A} Conditional probability of E, given A
P {E} Probability of E
PTE Pre–test estimator
r.v. Random variable
RHS Right–hand side
s.v. Stopping variable
SE Standard error
SLLN Strong law of large numbers
SPRT Sequential probability ratio test
tr {A} trace of the matrix A
UCL Upper control limit
UMP Uniformly most powerful
UMPI Uniformly most powerful invariant
UMPU Uniformly most powerful unbiased
UMVU Uniformly minimum variance unbiased
V {X| Y} Conditional variance of X, given Y
V {X} Variance of X
w.r.t. With respect to
WLLN Weak law of large numbers

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