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.