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