4
$\begingroup$

I'm talking specifically about probability theory. I was reading some stuff about probabilistic graphical models, and they kept switching the notation in this book, but I couldn't discern the difference by context.

One possible hypothesis is that they are subtly different, e.g., $P$ is a probability measure, while $\Pr$ is an unnormalized probability measure (or something; I really have no idea).

$\endgroup$
  • 1
    $\begingroup$ If there's a difference, your book should mention it. Did you look at the beginning of the book? $\endgroup$ – Graphth May 11 '12 at 20:55
  • 4
    $\begingroup$ Well, the notational difference is that one has an $r$ and the other doesn't ... $\endgroup$ – Neal May 11 '12 at 20:59
  • 1
    $\begingroup$ I would guess sloppy writing, or at best, poor choice of symbols. $\endgroup$ – copper.hat May 11 '12 at 21:18
  • 1
    $\begingroup$ @Graphth, sure did! They didn't mention the difference. $\endgroup$ – apc May 11 '12 at 21:25
  • $\begingroup$ Which book is that? $\endgroup$ – Did May 13 '12 at 10:01
3
$\begingroup$

In general, $Pr(.)$ is used for the probability of an event whereas $p(.)$ is used as a probability measure.

That said, notation in statistics is pretty diverse (also known as a giant mess if you're a student), so always check the book you're reading.

$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.