Notation
| Description | Example | Meaning |
|---|---|---|
| Letter y | \(Y\) | Represent the dependent (random) variable (number or binary indicator) |
| Lower case i | \(y_i\) | Identifies one specific observation |
| Lower case n | \(n\) | Number of observations in the data available for modelling |
| Lower case p | \(p\) | Number of explanatory variables |
| Caligraphic X | \(\mathcal{X} = \mathcal{R}^p\) \(\underline{x}_i \ni \mathcal{X}\) |
P-dimensional space |
| An asterisk in the subscript | \(x_*\) | An observation of interest |