Distributions

$\varphi(x)$ density of the standard normal distribution  
$\Phi(x)$ distribution function of the standard normal distribution  
$N(0,1)$ standard normal or Gaussian distribution  
$N(\mu,\sigma^2)$ normal distribution with mean $\mu$ and variance $\sigma^2$  
$N_p(\mu,\Sigma)$ $p$-dimensional normal distribution with mean $\mu$ and covariance matrix $\Sigma$  
$\stackrel{\cal L}{\longrightarrow}$ convergence in distribution [*]
CLT Central Limit Theorem [*]
$\chi^2_p$ $\chi^2$ distribution with $p$ degrees of freedom  
$\chi^2_{1-\alpha;p}$ $1-\alpha$ quantile of the $\chi^2$ distribution with $p$ degrees of freedom  
$t_{n}$ $t$-distribution with $n$ degrees of freedom  
$t_{1-\alpha/2;n}$ $1-\alpha/2$ quantile of the $t$-distribution with $n$ d.f.  
$F_{n,m}$ $F$-distribution with $n$ and $m$ degrees of freedom  
$F_{1-\alpha;n,m}$ $1-\alpha$ quantile of the $F$-distribution with $n$ and $m$ degrees of freedom