How to read math notation
There are some things I never learned (or forgot) about math, starting very simple, like how to read notation.
P(H)
P = probability
H = hypothesis
P(H) = probability that the hypothesis is true
In the case of Bayes Theorem (and maybe others?), P(H)
is called the “Prior”
E = evidence
P(H|E) = probability that the hypothesis is true GIVEN THAT the evidence is true
- Probability of getting a result from POP(1)
given the relative size and percent of POP(1)
vs POP(2)
- The vertical bar says “GIVEN THAT”. It LIMITS the view
- Also called the LIKELIHOOD
\(\propto\)
Something like this:
\[P(\theta | \Upsilon) \propto P(\Upsilon | \theta)P(\theta)\]Reads like: - Probability of theta given upsilon is proportional to the probability of upsilon given theta times the probability of theta.
Intersect symbol - \(\cap\) - \(X \cap Y\) - Reads: All the things that are in set X and also in set Y
Sigma \(\sigma\)
Variance. This is the symbol for variance: \(\sigma^2\)
“Sample mean” \(\bar{x}\) - “x with a bar over it”
“Sample variance” \(s^2_{n-1}\) - In math notation - \(\frac{ \sum_{i=1}^{n} (x_i - \bar{x})^2 }{n-1}\) - Using “n” minus 1 is a better estimate than using “n”
The “hat” latex symbol is - \(\hat{y}\) - Used to indicate a regression line
“M” or mu (myu) designates a population mean \(\mu\) - This population mean can be used in a subsequent mathematical formula
Union symbol - \(\cup\) - \(X \cup Y\) - Reads: All the elements that are in set X or in set Y
Set minus - \(A \setminus B\) - Reads: All the things that are in set A that are not in set B
Complement
- If U
= the universe, A
= a set within the universe, then
- A'
is everything in the U
that is not in A
, or the complement of A
, or
- \(A' = U - A\)
- \(A' = U \setminus A\)
The universal set of Integers math notation - \(\mathbb{Z}\) - Other “blackboard bold” notation - Real numbers = \(\mathbb{R}\) - Rational numbers = \(\mathbb{Q}\)
Membership math notation - \(-5 \in \mathbb{Z}\) - Reads: negative five is in the set of integers - \(X \notin \mathbb{Z}\) - Reads: the letter X is not in the set of integers
Subset/superset math notation
- Given two sets:
- A = {1, 3, 5, 7, 18}
- B = {1, 7, 18}
- Then:
- Subset: every element of set B
is also in set A
: \(B \subseteq A\)
- Superset: Set A
contains every element of set B
: \(A \supseteq B\)
“Given” symbol
- P(A | B)
the |
pipe means “given”
- You would read this as the probability of A given that B has already happened
Notation similarities - \(E(X) = \mu_X\) - The expected value of a random variable X equals the mean of X - \(Var(X) = E((X - \mu_X)^2) = \sigma_X^2\) - The variability of random variable X is equal to the expected value of the squared differences between our random variable X and its mean, which is also sigma squared for the random variable X