Re: " Wouldn't we agree with a mathematical writing ?
From: Randy Poe (poespam-trap_at_yahoo.com)
Date: 11/12/04
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Date: 12 Nov 2004 10:06:22 -0800
There is a convention in probability theory that capital letters stand
for random variables, lower-case letters for values of those variables.
Thus, P(X=x) is the probability that rv X has value x.
gX(t) or g_X(t) is a function of rv X.
Another convention is that P(event) is the probability of (event),
that densities use lower case: g_X(x), f_X(x), and that
cumulative distributions use upper case: G_X(x), F_X(x).
- Randy
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