Sigma is the eighteenth letter of the ancient Greek alphabet. As an upper case letter (
), it is used as a symbol for sums
and series.
As a lower case letter (
) it is a prefix used in several
contexts to indicate that a term is referred in some way to countable unions. For
example, a sigma-algebra is a collection
of sets closed under countable union and a sigma-compact
topological space is a topological space
which is the union of countably many compact subsets. The symbol 
is also
used to denote the divisor function.
Another common usage of the symbol 
is to denote
the standard deviation (i.e., square root of
the variance) of a statistical distribution. However,
some care is needed in interpreting the meaning of 
, since this
symbol is also commonly used as a parameter related to but not equivalent to the
square root of the variance, for example in the log
normal distribution, Maxwell distribution,
and Rayleigh distribution.
