Notation in probability

In probability theory and statistics, some special forms of mathematical notation are of interest :

Random variables (e.g. the height of students) are written in upper case.
Singular values are written in lower case (e.g. P( X = x ) can be the probability that a student is of height x).
σ-algebras are usually written with upper case calligraphic (e.g. $\mathcal F$ for the set of sets on which we define the probability P)
$N \choose k$ (N-choose-k) is defined as a number of ways in which one can select k objects from N objects, and is an alternative term for binomial coefficient. Also defined as combination without repetition in Combinations and permutations.