Notation
| Description | Example | Meaning |
|---|---|---|
| Capital letters | \(X\) or \(Y\) | Scalar random variables |
| Lower case letters | \(x\) or \(y\) | Observed values of variables |
| Underline capital letters | \(\underline{X}\) | Matrix |
| Underline lower case letters | \(\underline{x}\) | Column vector |
| Prime | \(\underline{x}'\) | Transposition |