49  Greek Letters in Mathematics and Statistics

Greek letters are ubiquitous in mathematics and statistics. This appendix provides a reference for the Greek alphabet, including pronunciation and common uses in statistical contexts.

49.1 The Greek Alphabet

Letter Lowercase Uppercase Name Pronunciation Common Statistical Uses
1 α Α Alpha AL-fah Significance level (Type I error rate); regression intercept
2 β Β Beta BAY-tah Type II error rate; regression coefficients; slope parameters
3 γ Γ Gamma GAM-ah Gamma distribution; shape parameter
4 δ Δ Delta DEL-tah Change or difference; effect size (Cohen’s d uses Roman d)
5 ε Ε Epsilon EP-si-lon Error term in models; small quantity approaching zero
6 ζ Ζ Zeta ZAY-tah Rarely used in statistics
7 η Η Eta AY-tah Effect size (η²); learning rate
8 θ Θ Theta THAY-tah Generic parameter; angle
9 ι Ι Iota eye-OH-tah Rarely used in statistics
10 κ Κ Kappa KAP-ah Cohen’s kappa (agreement); condition number
11 λ Λ Lambda LAM-dah Rate parameter (Poisson, exponential); eigenvalue; Wilks’ lambda
12 μ Μ Mu MYOO Population mean
13 ν Ν Nu NOO Degrees of freedom
14 ξ Ξ Xi KSEE or ZIGH Rarely used; sometimes for random variables
15 ο Ο Omicron OM-i-kron Rarely used (resembles Roman O)
16 π Π Pi PIE Mathematical constant (≈ 3.14159); product notation (Π)
17 ρ Ρ Rho ROW Population correlation coefficient; autocorrelation
18 σ Σ Sigma SIG-mah Population standard deviation (σ); summation (Σ)
19 τ Τ Tau TAW (rhymes with cow) Kendall’s tau; time constant
20 υ Υ Upsilon OOP-si-lon Rarely used in statistics
21 φ Φ Phi FYE or FEE Phi coefficient; standard normal PDF (φ); golden ratio
22 χ Χ Chi KYE (rhymes with sky) Chi-square distribution and test (χ²)
23 ψ Ψ Psi SIGH or PSEE Rarely used; sometimes for angles or wave functions
24 ω Ω Omega oh-MAY-gah Effect size (ω²); angular frequency

49.2 Most Commonly Used Letters in Statistics

Population Parameters

The following Greek letters conventionally represent population parameters (true but unknown values):

  • μ (mu): Population mean
  • σ (sigma): Population standard deviation
  • σ² (sigma squared): Population variance
  • ρ (rho): Population correlation coefficient
  • π (pi): Population proportion (also the mathematical constant)
  • β (beta): Population regression coefficients

Hypothesis Testing

  • α (alpha): Significance level; probability of Type I error (rejecting a true null hypothesis). Commonly set to 0.05.
  • β (beta): Probability of Type II error (failing to reject a false null hypothesis). Power = 1 - β.
  • χ² (chi-square): Test statistic for categorical data analysis

Effect Sizes

  • η² (eta squared): Proportion of variance explained in ANOVA
  • ω² (omega squared): Less biased estimate of variance explained
  • φ (phi): Effect size for 2×2 contingency tables

Distributions

  • λ (lambda): Rate parameter for Poisson and exponential distributions
  • Γ (Gamma): The Gamma function and Gamma distribution
  • θ (theta): Generic parameter in probability distributions

Summation and Products

  • Σ (capital sigma): Summation notation: \(\sum_{i=1}^{n} x_i\)
  • Π (capital pi): Product notation: \(\prod_{i=1}^{n} x_i\)

49.3 Writing Greek Letters

In LaTeX and Quarto

Greek letters are written in LaTeX (and thus in Quarto documents) using backslash commands:

$\alpha$    → α        $\Alpha$    → Α
$\beta$     → β        $\Beta$     → Β
$\gamma$    → γ        $\Gamma$    → Γ
$\delta$    → δ        $\Delta$    → Δ
$\epsilon$  → ε        $\mu$       → μ
$\sigma$    → σ        $\Sigma$    → Σ
$\chi$      → χ        $\lambda$   → λ
$\theta$    → θ        $\rho$      → ρ

In R

R supports Greek letters in plots using the expression() function:

Code
# Axis labels with Greek letters
plot(x, y,
     xlab = expression(mu),
     ylab = expression(sigma^2))

# More complex expressions
title(expression(paste("Mean = ", mu, ", SD = ", sigma)))

# In ggplot2
library(ggplot2)
ggplot(data, aes(x, y)) +
  geom_point() +
  labs(x = expression(alpha),
       y = expression(beta))

49.4 Conventions and Mnemonics

Roman vs. Greek Letters

A useful convention in statistics:

  • Greek letters represent population parameters (unknown, fixed values)
  • Roman (Latin) letters represent sample statistics (calculated from data)
Population Parameter Sample Statistic
μ (mu) - population mean \(\bar{x}\) - sample mean
σ (sigma) - population SD s - sample SD
ρ (rho) - population correlation r - sample correlation
β (beta) - population slope b - sample slope
π (pi) - population proportion p̂ - sample proportion

Memory Aids

  • α (alpha) for significance level: “A” comes first, and we set alpha first before testing
  • β (beta) for slope: “B” is for the coefficient “B” in y = a + bx
  • μ (mu) for mean: Think “μ” looks like a “u” turned sideways—“u” for “average of you all”
  • σ (sigma) for standard deviation: “S” for Sigma, “S” for Standard deviation
  • Σ (capital sigma) for sum: “S” for Sum
  • ρ (rho) for correlation: “R” for Rho, “R” for R-value (correlation)
  • χ (chi) for chi-square: Looks like an “X”—think “X marks the spot” for testing categories

49.5 Common Formulas Using Greek Letters

Normal Distribution

\[f(x) = \frac{1}{\sigma\sqrt{2\pi}} e^{-\frac{(x-\mu)^2}{2\sigma^2}}\]

Z-score

\[z = \frac{x - \mu}{\sigma}\]

Linear Regression Model

\[Y_i = \beta_0 + \beta_1 X_i + \epsilon_i\]

where \(\epsilon_i \sim N(0, \sigma^2)\)

Correlation Coefficient

\[\rho = \frac{\text{Cov}(X, Y)}{\sigma_X \sigma_Y}\]

Chi-Square Test Statistic

\[\chi^2 = \sum \frac{(O - E)^2}{E}\]

ANOVA F-ratio

\[F = \frac{MS_{\text{between}}}{MS_{\text{within}}} = \frac{\sigma^2_{\text{between}}}{\sigma^2_{\text{within}}}\]

49.6 Summary

Mastering Greek letters is essential for reading and writing statistical notation. The most important letters to memorize are:

  • μ, σ, ρ: Population mean, standard deviation, and correlation
  • α, β: Significance level and Type II error (or regression coefficients)
  • Σ: Summation
  • χ²: Chi-square

With practice, these symbols become as natural as the Roman alphabet, and they provide a universal language for expressing statistical concepts precisely and concisely.