Читать книгу Industrial Data Analytics for Diagnosis and Prognosis - Yong Chen - Страница 10
Table of Notation
ОглавлениеWe will follow the custom of notations listed below throughout the book.
| Item | Notation | Examples |
|---|---|---|
| Covariance matrix (variance–covariance matrix) | cov(⋅), Σ | cov(Y), Σy |
| Cumulative distribution function | F(y), F(y;θ), Fθ(y) | |
| Defined as | := | |
| Density function | f(y), f(y;θ), f(y) | |
| Estimated/predicted value | accent ^ | |
| Expectation operation | E(⋅) | E(Y), E(Y) |
| Identity matrix | I, In (n by n identity matrix) | |
| Indicator function | I(⋅) | I(y>a) |
| Likelihood function | L(⋅) | L(θ|y) |
| Matrix | boldface uppercase | X, Y |
| Matrix or vector transpose | superscript T | XT, YT |
| Mean of a random variable (vector) | μ, μ | μy |
| Model parameter | lowercase Greek letter | θ, λ |
| Negative log likelihood function | −l(⋅) | −l(θ|y) = −lnL(θ|y) |
| Normal distribution function | N(⋅,⋅) | N(μ,σ2), N(μ,Σ) |
| Parameter space | uppercase script Greek letters | Θ, Ω |
| Probability of | Pr(⋅) | Pr(t1≤T≤t2 |
| Trace of a matrix | tr(⋅) | tr(Σy) |
| Variance of a r.v. | var(⋅), σ2 | var(Y), var(ϵ), σbi2, σϵ2 |
| Vector | boldface lowercase | x, y |
| Vector or matrix of zeros | 0, 0n, 0n×m | |
| Vector of ones | 1, 1n (n by 1 vector of ones) |
