Greek letters as broken down by meanings in Statistics: a subjective and torturous endeavor


Included are only the letters I’ve used often…not kappa or zeta or anything else that often just stands for a random variable.

Least scary to scariest. Go!

μ
Good old population mean…you never let us down. The first moment, the best moment, the easiest moment.

π
Proportions! I like proportions. They can be tricky sometimes, but overall they’re pretty basic.

ε
Error! You don’t really ever have to calculate this…you just have to account for it and/or make sure it’s not correlated with anything else.

ρ
Rho! Correlation! Reliability! Looks almost exactly like a p when you write it in print! I like correlation. Correlation is easy and unthreatening, assuming you know what its limitations are.

α
Type I error, level of significance, or Chronbach’s alpha, a measure of reliability. Not too scary on it’s own, but can be confusing when mixed with small beta.

σ
Oh look, it’s the population standard deviation. Hello, population standard deviation. Small sigma isn’t really anything else ever (except standard error, but that’s fairly similar conceptually)…square it and you get variance…that’s about it.

τ
Kendall’s tau, another correlation coefficient. It’s nonparametric, which makes it awesome. Also, since it’s nonparametric, it’s easy to calculate.

β
Itty bitty beta! Regression coefficients, Type II error, or beta distribution for Bayesian insanity. It’s good if you can interpret it, scary if you can’t.

η
Effect size! Easy when you’re just screwing around with means and normal distributions, but a really big pain when you have to deal with itty bitty delta as well.

χ
Oh god, the chi-square distribution…what fun that is. Usually used for ANOVA-related purposes, and ANOVA is evil. The distribution itself is kinda cool, though.

ω
Weights or lengths of vectors…it can be either one! Flashbacks to Multivariate Analysis where we had to make orthogonal vectors of various lengths.

δ
Noncentrality parameter is noncentral (haha, sorry, I had to). This thing is scary as hell to deal with when you’re trying to make confidence intervals, especially when you have to use a different noncentrality parameter for each bound.

λ
OH GOD OH GOD EIGENVALUES HOLY HELL!

ALSO: happy birthday to Sean!

Today’s song: Who Wants to Live Forever by Queen

What sayest thou? Speak!