This appendix provides a comprehensive reference for all mathematical symbols, statistical notation, coordinate conventions, and code notation used throughout the textbook. For detailed derivations, see Appendix A (Mathematical Foundations).
F.1 Greek Letters
Symbol
Name
Meaning in This Text
Primary Chapter
$\alpha$
Alpha
Significance level; learning rate in gradient descent
3, 19
$\beta$
Beta
Regression coefficient; Type II error probability
3, 19
$\gamma$
Gamma
Discount factor; regularization parameter
9, 19
$\delta$
Delta
Small change or difference; Kronecker delta
3
$\epsilon$
Epsilon
Error term in regression; small positive constant
3, 19
$\zeta$
Zeta
Noise term in state-space models
18
$\eta$
Eta
Learning rate (alternative notation)
19
$\theta$
Theta
Angle to goal; generic model parameter
7, 19
$\lambda$
Lambda
Poisson rate parameter; hazard rate in survival analysis; regularization strength
3, 19, 26
$\mu$
Mu
Population mean; expected value
3
$\nu$
Nu
Degrees of freedom
3
$\pi$
Pi
Mathematical constant; policy function in RL
--
$\rho$
Rho
Correlation coefficient
3
$\sigma$
Sigma
Standard deviation; sigmoid function
3, 19
$\sigma^2$
Sigma squared
Variance
3
$\tau$
Tau
Time lag; Kendall's rank correlation
3, 18
$\phi$
Phi
Basis function; probability density of standard normal
19
$\chi^2$
Chi-squared
Chi-squared distribution or test statistic
3
$\psi$
Psi
Generic function symbol
--
$\omega$
Omega
Angular frequency; event space
3
F.2 Statistical Notation
Probability and Random Variables
Notation
Meaning
$P(A)$
Probability of event $A$
$P(A \mid B)$
Conditional probability of $A$ given $B$
$P(A \cap B)$
Probability of both $A$ and $B$
$P(A \cup B)$
Probability of $A$ or $B$ (or both)
$X \sim \text{Normal}(\mu, \sigma^2)$
Random variable $X$ follows a normal distribution
$X \sim \text{Poisson}(\lambda)$
Random variable $X$ follows a Poisson distribution
$X \sim \text{Bernoulli}(p)$
Random variable $X$ follows a Bernoulli distribution
$X \sim \text{Binomial}(n, p)$
Random variable $X$ follows a binomial distribution
$\mathbb{E}[X]$
Expected value (mean) of $X$
$\text{Var}(X)$
Variance of $X$
$\text{Cov}(X, Y)$
Covariance of $X$ and $Y$
$\text{Corr}(X, Y)$
Pearson correlation coefficient
Estimation and Inference
Notation
Meaning
$\hat{\theta}$
Estimator or estimated value of parameter $\theta$
$\bar{x}$
Sample mean of $x$
$s$ or $s^2$
Sample standard deviation or variance
$n$
Sample size (number of observations)
$p$
Number of features (predictors)
$H_0$
Null hypothesis
$H_1$ or $H_a$
Alternative hypothesis
$p\text{-value}$
Probability of observing data at least as extreme as observed, given $H_0$
$\text{CI}_{95\%}$
95% confidence interval
$t_{\alpha/2, n-1}$
Critical value of the $t$-distribution
$z_{\alpha/2}$
Critical value of the standard normal distribution