x is defined as ...
real numbers
transpose of matrix
the random variable
has distribution
expected value of random variable
variance of random variable
standard deviation of random variable
covariance of two random variables
and
normal distribution with expectation
and
covariance matrix
, a similar notation is used if
is
the correlation matrix
cdf denotes the cumulative distribution function
pdf denotes the probability density function
or
probability of a set
indicator function
for functions
and
iff
constant,
as
iff
,
as
is the information set generated by
all information available at time
Let and
be sequences of random variables.
iff
such that
.
iff
.