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The LaTeX command for probability P (ℙ) is \mathbb{P} — probability measure.
\mathbb{P}Write \mathbb{P} inside math mode — that is, between $…$ for inline math or in a \[ … \] / equation block for display math. This symbol needs the amssymb package, so add \usepackage{amssymb} to your preamble.
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\mathbb{E}\operatorname{Var}\operatorname{Cov}\operatorname{Cor}\mathbb{1}\mathcal{N}\perp\!\!\!\perp\xrightarrow{d}\xrightarrow{p}\xrightarrow{a.s.}\overset{\text{iid}}{\sim}Search all 380+ LaTeX symbols →
Use \mathbb{P} in math mode after adding \usepackage{amssymb} to your preamble. For example, $\mathbb{P}$.
It comes from the amssymb package — add \usepackage{amssymb} to your preamble.