Capital

Small

Name

Some Statistical Uses

A

a

alpha

a = P(Type I error)

B

b

beta

b = P(Type II error); B-function

G

g

gamma

G-function

D

d

delta

D, increment of a variable;
d, small positive number

E

e

epsilon

e, small positive number
[variant symbol: Î, element of a set]

Z

z

zeta

z, counterpart of Latin z;
Z-function (mainly math., rare in stat.)

H

h

eta

h, population median (not standard),
counterpart of Latin y

Q

q, J

theta

q, generic parameter symbol
[J-form not frequently used]

I

i

iota

K

k

kappa

k, kurtosis, cumulant
(infrequent, usage varies by author)

L

l

lambda

l, Poisson rate

M

m

mu

m, population mean

N

n

nu

n, degrees of freedom
[sometimes confused with Latin v]

X

x

xi

x, counterpart of Latin x

O

o

omicron

[name means "little o"]

P

p

pi

p = 3.14159..., power of a test,
(occasionally) binomial P(Success);
P denotes product

R

r

rho

r, population correlation,
utilization factor of a queue

S

s

sigma

s, population standard deviation;
S denotes summation

T

t

tau

t, generic parameter or variable
(often relating to time)

U

u

upsilon

F

f, j

phi

f or j, standard normal density;
F, standard normal cdf
[f sometimes confused with Æ, null set]

C

c

chi

c², chi-squared distribution

Y

y

psi

W

w

omega

w element of sample space;
W, sample space [name means "large o"]