A Survey on Understanding of Probability and Statistics

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Sample space
Event
Probabiity
Random variable
Cumulative probability function
Probability density function
Expectation
Variance
Standard deviation
Moments of a distribution
Skewness
Kurtosis
Joint probability distribution
Marginal probability distribution
Conditional distribution
Conditional expectation
Law of iterated expectation
Independence
Covariance
Correlation
Normal distribution
Multivariate normal distribution
Chi-squared distribution
Student t distribution
F distribution
Simple random sampling
Independently and identically distributed
Sample mean
Sample variance
Exact distribution
Asymptotic distribution
Law of large number
Convergence in probability
Central limit theorem
Unbiasedness
Consistency
Efficiency
Least squares estimator
Two-sided hypothesis test
One-sided hypothesis test
P-value
T-statistic
Type I error
Type II error
Significance level
Critical value
Confidence interval
Sample covariance
Sample correlation coefficient
Scatterplot

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