Mathematical Notation

A compact shared vocabulary of symbols used throughout math and statistics. Knowing them lets you read likelihoods, probability statements, and model definitions without stumbling.

Sets and logic#

We often work with the real numbers R\mathbb{R}. A set AA can be a subset of another, ABA \subset B, and an object can be an element of a set, xAx \in A. Two events combine via union ABA \cup B (either) and intersection ABA \cap B (both).

Logical shorthand: for all \forall, there exists \exists, and implies \Rightarrow. In probability we write distributed as XN(0,1)X \sim \mathcal{N}(0,1), and independence as XYX \perp Y (or the statistical form X ⁣ ⁣ ⁣YX \perp\!\!\!\perp Y).

Sums, products, and counting#

The summation i=1nai=a1+a2++an\sum_{i=1}^{n} a_i = a_1 + a_2 + \cdots + a_n adds terms; the product i=1nai=a1a2an\prod_{i=1}^{n} a_i = a_1 a_2 \cdots a_n multiplies them. The factorial is n!=n(n1)21n! = n\,(n-1)\cdots 2 \cdot 1, and the binomial coefficient counts subsets:

(nk)=n!k!(nk)!.\binom{n}{k} = \frac{n!}{k!\,(n-k)!}.

Symbol reference#

SymbolMeaningLaTeX
R\mathbb{R}real numbers\mathbb{R}
\inelement of\in
\subsetsubset of\subset
\cupunion\cup
\capintersection\cap
\forallfor all\forall
\existsthere exists\exists
\Rightarrowimplies\Rightarrow
\simdistributed as\sim
 ⁣ ⁣ ⁣\perp\!\!\!\perpindependent\perp\!\!\!\perp
\sumsummation\sum
\prodproduct\prod
n!n!factorialn!
(nk)\binom{n}{k}binomial coefficient\binom{n}{k}

Writing formulas in LaTeX#

Worked example#

For n=5n = 5 and k=2k = 2:

i=15i=15,i=15i=5!=120,(52)=12026=10.\sum_{i=1}^{5} i = 15,\qquad \prod_{i=1}^{5} i = 5! = 120,\qquad \binom{5}{2} = \frac{120}{2 \cdot 6} = 10.

Computing it#

R#

R
n <- 5; k <- 2
sum(1:n)        # 15
prod(1:n)       # 120
factorial(n)    # 120
choose(n, k)    # 10

Python#

Python
import math
n, k = 5, 2
print(sum(range(1, n + 1)))       # 15
print(math.prod(range(1, n + 1))) # 120
print(math.factorial(n))          # 120
print(math.comb(n, k))            # 10
15
120
120
10

Julia#

Julia
n, k = 5, 2
sum(1:n)          # 15
prod(1:n)         # 120
factorial(n)      # 120
binomial(n, k)    # 10

Why it matters for statistics#

Statistical models are written in this notation: likelihoods are products if(xi)\prod_i f(x_i), expectations are sums ixipi\sum_i x_i p_i, and independence assumptions (X ⁣ ⁣ ⁣YX \perp\!\!\!\perp Y) justify factoring joint distributions. Fluency here is the prerequisite for everything that follows.