Statistical Computing with R

Appendix A

Notation

Selected notation and abbreviations used throughout the text are summarized here. Notation that is specific to a particular chapter is not included.

Symbol Description

E[X]	Expected value of the random variable X
I(A)	Indicator function on the set A: I(x) = 1 if x ∈ A and I(x) = 0 if x ∉ A
Id	The d × d identity matrix
log x	Natural logarithm of x
ℙ	Transition matrix of a Markov chain
ℝ	The one dimensional field of real numbers
ℝd	The d-dimensional real coordinate space
Γ(·)	Complete gamma function
Φ(·)	cdf of the standard normal distribution
Φ−1	Inverse cdf of the standard normal distribution:${\text{Φ}}^{-1}\left(\alpha \right)=z\Rightarrow \text{Φ}\left(z\right)=\alpha$
$\underset{=}{{\displaystyle \text{D}}}$	equal in distribution
$\stackrel{.}{=}$	is approximately equal to
X ~	X has the distribution ...